+657.9%
WDC vs CFG
+396.4%
+261.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.1% | +5.9% | +5.9% |
| 7D | +1.7% | +1.5% | +0.2% | +0.8% |
| 30D | -10.0% | -3.8% | -6.1% | -7.8% |
| 3M | -18.8% | +11.5% | -30.2% | -24.0% |
| 6M | +79.0% | +19.2% | +59.8% | +61.1% |
| YTD | +171.6% | +23.7% | +147.8% | +140.0% |
| 1Y | +417.4% | +38.8% | +378.5% | +325.1% |
| 3Y | +1,251.8% | +178.9% | +1,072.9% | +623.9% |
| 5Y | +911.7% | +101.8% | +809.9% | +533.6% |
| 10Y | +1,399.6% | +317.3% | +1,082.4% | +427.0% |
| All | +657.9% | +396.4% | +261.5% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling