+1,872.2%
WDC vs CG
+351.2%
+1,521.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.6% | +7.5% | +6.7% |
| 7D | +1.7% | -4.3% | +6.1% | +3.9% |
| 30D | -10.0% | -5.1% | -4.9% | -7.8% |
| 3M | -18.8% | +8.7% | -27.4% | -22.8% |
| 6M | +79.0% | -9.2% | +88.3% | +85.6% |
| YTD | +171.6% | -18.9% | +190.4% | +197.1% |
| 1Y | +417.4% | -25.6% | +443.0% | +485.6% |
| 3Y | +1,251.8% | +57.3% | +1,194.5% | +898.7% |
| 5Y | +911.7% | +10.2% | +901.5% | +755.2% |
| 10Y | +1,399.6% | +364.2% | +1,035.4% | +531.4% |
| All | +1,872.2% | +351.2% | +1,521.0% | +688.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling