+366.0%
WDC vs CGNX
+45.2%
+320.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.1% | -7.1% | -5.3% |
| 7D | -4.3% | +3.2% | -7.5% | -6.1% |
| 30D | -1.5% | +6.0% | -7.5% | -4.5% |
| 3M | -15.5% | +3.5% | -19.0% | -15.6% |
| 6M | +66.5% | +26.3% | +40.2% | +54.9% |
| YTD | +159.9% | +79.2% | +80.6% | +104.9% |
| 1Y | +366.0% | +43.8% | +322.2% | +294.5% |
| All | +366.0% | +45.2% | +320.8% | +294.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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