+642.9%
WDC vs CG
+278.5%
+364.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.0% | -6.0% | -5.6% |
| 7D | +12.1% | +0.2% | +11.9% | +11.9% |
| 30D | -18.8% | +11.2% | -30.0% | -23.5% |
| 3M | -39.3% | -22.1% | -17.2% | -31.0% |
| 6M | -40.1% | -17.9% | -22.2% | -34.3% |
| YTD | +71.8% | -31.3% | +103.1% | +106.7% |
| 1Y | +88.5% | -24.0% | +112.4% | +114.3% |
| 3Y | +770.0% | +45.0% | +725.0% | +546.2% |
| 5Y | +549.0% | -22.6% | +571.7% | +559.5% |
| All | +642.9% | +278.5% | +364.4% | +212.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling