+1,245.5%
WDC vs CNH
+152.9%
+1,092.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.6% | +7.7% | +5.0% |
| 7D | +6.0% | +8.8% | -2.8% | +1.0% |
| 30D | +9.9% | +24.7% | -14.7% | -3.3% |
| 3M | -9.4% | +27.3% | -36.7% | -21.8% |
| 6M | +94.7% | +23.2% | +71.6% | +70.0% |
| YTD | +177.4% | +48.9% | +128.4% | +117.4% |
| 1Y | +412.6% | +19.4% | +393.2% | +349.5% |
| 3Y | +1,359.8% | +7.8% | +1,352.0% | +1,199.0% |
| 5Y | +992.6% | +8.7% | +983.8% | +835.0% |
| 10Y | +1,245.5% | +149.5% | +1,096.0% | +693.9% |
| All | +1,245.5% | +152.9% | +1,092.6% | +693.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling