+17,072.4%
WDC vs CGNX
+12,871.6%
+4,200.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.1% | -7.1% | -4.4% |
| 7D | -4.3% | +3.2% | -7.5% | -5.4% |
| 30D | -1.5% | +6.0% | -7.5% | -3.4% |
| 3M | -15.5% | +3.5% | -19.0% | -15.7% |
| 6M | +66.5% | +26.3% | +40.2% | +55.7% |
| YTD | +159.9% | +79.2% | +80.6% | +111.4% |
| 1Y | +366.0% | +43.8% | +322.2% | +306.5% |
| 3Y | +1,285.8% | +52.0% | +1,233.9% | +1,061.3% |
| 5Y | +925.6% | -24.0% | +949.6% | +965.3% |
| 10Y | +1,206.5% | +189.1% | +1,017.4% | +758.7% |
| All | +17,072.4% | +12,871.6% | +4,200.7% | +3,172.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling