+1,006.1%
WDC vs CNC
+3.0%
+1,003.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | +7.5% | -4.9% | +12.3% | +7.8% |
| 30D | +10.1% | -3.8% | +13.8% | +10.3% |
| 3M | -6.8% | -3.2% | -3.6% | -6.7% |
| 6M | +84.1% | +47.9% | +36.3% | +77.0% |
| YTD | +180.3% | +55.7% | +124.6% | +167.7% |
| 1Y | +411.1% | +106.2% | +304.8% | +375.8% |
| 3Y | +1,375.0% | -2.1% | +1,377.1% | +1,306.0% |
| All | +1,006.1% | +3.0% | +1,003.1% | +930.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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