+113.2%
WDC vs CI
+21.2%
+92.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.4% | -10.1% | -5.1% |
| 7D | -18.3% | +3.5% | -21.8% | -16.8% |
| 30D | -26.7% | +12.6% | -39.3% | -22.3% |
| 3M | -40.9% | +12.1% | -53.0% | -37.3% |
| 6M | -26.8% | +10.6% | -37.3% | -22.6% |
| YTD | +88.2% | +12.8% | +75.3% | +102.2% |
| 1Y | +113.2% | +18.0% | +95.2% | +136.6% |
| All | +113.2% | +21.2% | +92.0% | +136.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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