+66.6%
WDC vs CI
+15.8%
+50.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.7% | +9.2% | +10.1% |
| 7D | -14.4% | +0.1% | -14.6% | -14.3% |
| 30D | -27.1% | +4.7% | -31.7% | -25.4% |
| 3M | -33.3% | +5.2% | -38.5% | -31.3% |
| 6M | -39.6% | +3.8% | -43.4% | -37.1% |
| YTD | +68.4% | +9.2% | +59.2% | +76.2% |
| All | +66.6% | +15.8% | +50.9% | +79.9% |
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