+1,309.1%
WDC vs CG
+324.5%
+984.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +3.2% |
| 7D | +7.5% | -6.4% | +13.9% | +11.2% |
| 30D | +10.1% | -7.1% | +17.1% | +13.8% |
| 3M | -6.8% | -1.6% | -5.2% | -7.0% |
| 6M | +84.1% | -8.3% | +92.5% | +89.8% |
| YTD | +180.3% | -23.8% | +204.1% | +218.8% |
| 1Y | +411.1% | -28.7% | +439.8% | +496.4% |
| 3Y | +1,375.0% | +49.2% | +1,325.8% | +977.7% |
| 5Y | +991.6% | +5.5% | +986.0% | +818.7% |
| 10Y | +1,309.1% | +331.2% | +977.8% | +443.2% |
| All | +1,309.1% | +324.5% | +984.6% | +443.2% |
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