+417.4%
WDC vs CI
-4.0%
+421.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.3% | +7.2% | +5.5% |
| 7D | +1.7% | +1.3% | +0.4% | +2.1% |
| 30D | -10.0% | +4.4% | -14.4% | -8.9% |
| 3M | -18.8% | +0.7% | -19.4% | -18.2% |
| 6M | +79.0% | +0.3% | +78.7% | +80.0% |
| YTD | +171.6% | +3.8% | +167.7% | +174.7% |
| 1Y | +417.4% | -5.5% | +422.9% | +428.3% |
| All | +417.4% | -4.0% | +421.4% | +428.3% |
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