+660.4%
WDC vs CI
+147.8%
+512.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.9% |
| 7D | -16.7% | +2.6% | -19.3% | -17.3% |
| 30D | -27.2% | +7.3% | -34.5% | -28.8% |
| 3M | -34.0% | +9.5% | -43.5% | -36.0% |
| 6M | -39.7% | +6.4% | -46.1% | -41.8% |
| YTD | +68.1% | +12.0% | +56.1% | +59.5% |
| 1Y | +66.3% | +20.1% | +46.2% | +54.1% |
| 3Y | +754.4% | +9.6% | +744.8% | +665.1% |
| 5Y | +595.8% | +52.7% | +543.1% | +416.9% |
| 10Y | +660.4% | +150.3% | +510.1% | +373.5% |
| All | +660.4% | +147.8% | +512.6% | +373.5% |
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