+1,359.3%
WDC vs CG
+56.8%
+1,302.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +3.1% |
| 7D | +6.0% | -1.3% | +7.2% | +6.5% |
| 30D | +9.9% | -3.2% | +13.1% | +11.0% |
| 3M | -9.4% | +6.2% | -15.6% | -12.6% |
| 6M | +94.7% | -4.7% | +99.3% | +96.6% |
| YTD | +177.3% | -20.6% | +197.9% | +205.3% |
| 1Y | +412.4% | -26.4% | +438.8% | +480.4% |
| 3Y | +1,359.3% | +55.4% | +1,303.9% | +1,136.5% |
| All | +1,359.3% | +56.8% | +1,302.5% | +1,136.5% |
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