+653.4%
WDC vs CI
+158.0%
+495.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.7% | +9.2% | +9.7% |
| 7D | -14.4% | +0.1% | -14.6% | -14.4% |
| 30D | -27.1% | +4.7% | -31.7% | -28.1% |
| 3M | -33.3% | +5.2% | -38.5% | -34.6% |
| 6M | -39.6% | +3.8% | -43.4% | -41.3% |
| YTD | +68.4% | +9.2% | +59.2% | +60.9% |
| 1Y | +78.2% | +14.3% | +63.9% | +67.4% |
| 3Y | +772.0% | +8.4% | +763.6% | +681.1% |
| 5Y | +584.9% | +50.0% | +534.9% | +410.4% |
| 10Y | +653.4% | +142.2% | +511.2% | +369.8% |
| All | +653.4% | +158.0% | +495.4% | +369.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling