+17,845.4%
WDC vs CI
+7,591.2%
+10,254.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.3% | +7.2% | +6.3% |
| 7D | +1.7% | +1.3% | +0.4% | +1.3% |
| 30D | -10.0% | +4.4% | -14.4% | -11.4% |
| 3M | -18.8% | +0.7% | -19.4% | -19.8% |
| 6M | +79.0% | +0.3% | +78.7% | +76.0% |
| YTD | +171.6% | +3.8% | +167.7% | +164.1% |
| 1Y | +417.4% | -5.5% | +422.9% | +411.1% |
| 3Y | +1,251.8% | +8.1% | +1,243.7% | +1,129.5% |
| 5Y | +911.7% | +42.8% | +868.9% | +723.6% |
| 10Y | +1,399.6% | +143.9% | +1,255.8% | +896.5% |
| All | +17,845.4% | +7,591.2% | +10,254.2% | +2,886.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling