+772.0%
WDC vs CG
+52.0%
+720.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +6.6% | +3.3% | +6.7% |
| 7D | -14.4% | +3.0% | -17.5% | -15.3% |
| 30D | -27.1% | +10.1% | -37.2% | -30.2% |
| 3M | -33.3% | -10.8% | -22.4% | -29.9% |
| 6M | -39.6% | -15.2% | -24.4% | -35.3% |
| YTD | +68.4% | -26.9% | +95.3% | +93.3% |
| 1Y | +78.2% | -17.0% | +95.2% | +92.7% |
| 3Y | +772.0% | +54.6% | +717.4% | +693.0% |
| All | +772.0% | +52.0% | +720.0% | +693.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling