+528.7%
WDC vs CI
+49.9%
+478.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -1.5% |
| 7D | -28.0% | -1.6% | -26.4% | -28.0% |
| 30D | -34.9% | +5.4% | -40.4% | -34.9% |
| 3M | -41.6% | +7.3% | -48.8% | -41.5% |
| 6M | -45.4% | +5.3% | -50.7% | -45.4% |
| YTD | +53.3% | +8.5% | +44.8% | +52.9% |
| 1Y | +61.5% | +17.1% | +44.4% | +60.3% |
| 3Y | +712.3% | +1.4% | +710.9% | +694.7% |
| All | +528.7% | +49.9% | +478.8% | +420.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling