+770.0%
WDC vs CI
+7.2%
+762.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.0% |
| 7D | +12.1% | +1.2% | +10.9% | +12.3% |
| 30D | -18.8% | +2.6% | -21.4% | -18.4% |
| 3M | -39.3% | +7.4% | -46.7% | -38.4% |
| 6M | -40.1% | -0.1% | -40.0% | -39.3% |
| YTD | +71.8% | +9.7% | +62.1% | +75.0% |
| 1Y | +88.5% | +12.1% | +76.3% | +92.3% |
| 3Y | +770.0% | +7.0% | +763.0% | +771.2% |
| All | +770.0% | +7.2% | +762.8% | +771.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling