+10,029.5%
WDC vs CI
+7,937.0%
+2,092.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.6% |
| 7D | -28.0% | -1.6% | -26.4% | -27.6% |
| 30D | -34.9% | +5.4% | -40.4% | -36.2% |
| 3M | -41.6% | +7.3% | -48.8% | -43.2% |
| 6M | -45.4% | +5.3% | -50.7% | -47.3% |
| YTD | +53.3% | +8.5% | +44.8% | +46.3% |
| 1Y | +61.5% | +17.1% | +44.4% | +50.1% |
| 3Y | +712.3% | +1.4% | +710.9% | +652.9% |
| 5Y | +524.2% | +50.5% | +473.8% | +397.1% |
| 10Y | +616.5% | +168.5% | +448.0% | +359.9% |
| All | +10,029.5% | +7,937.0% | +2,092.6% | +1,554.1% |
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