+992.6%
WDC vs CG
+9.5%
+983.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +3.2% |
| 7D | +6.0% | -1.3% | +7.3% | +6.5% |
| 30D | +9.9% | -3.2% | +13.1% | +11.1% |
| 3M | -9.4% | +6.2% | -15.6% | -12.8% |
| 6M | +94.7% | -4.7% | +99.4% | +96.7% |
| YTD | +177.4% | -20.6% | +198.0% | +206.1% |
| 1Y | +412.6% | -26.4% | +439.0% | +481.7% |
| 3Y | +1,359.8% | +55.4% | +1,304.4% | +997.4% |
| 5Y | +992.6% | +9.8% | +982.7% | +807.9% |
| All | +992.6% | +9.5% | +983.1% | +807.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling