+411.1%
WDC vs CG
-29.3%
+440.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +2.5% |
| 7D | +7.5% | -6.4% | +13.9% | +9.9% |
| 30D | +10.1% | -7.1% | +17.1% | +12.4% |
| 3M | -6.8% | -1.6% | -5.2% | -6.8% |
| 6M | +84.1% | -8.3% | +92.5% | +88.7% |
| YTD | +180.3% | -23.8% | +204.1% | +212.7% |
| 1Y | +411.1% | -28.7% | +439.8% | +473.1% |
| All | +411.1% | -29.3% | +440.4% | +473.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling