+113.2%
WDC vs CNH
+15.2%
+98.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.2% | -6.6% | -6.7% |
| 7D | -18.3% | +6.5% | -24.8% | -19.7% |
| 30D | -26.7% | -12.0% | -14.7% | -24.2% |
| 3M | -40.9% | +4.4% | -45.3% | -42.8% |
| 6M | -26.8% | +15.7% | -42.4% | -32.6% |
| YTD | +88.2% | +28.2% | +59.9% | +58.6% |
| 1Y | +113.2% | +14.8% | +98.4% | +82.8% |
| All | +113.2% | +15.2% | +98.0% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling