+66.3%
WDC vs CNH
+27.3%
+39.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | +1.1% |
| 7D | -16.7% | +4.5% | -21.3% | -17.7% |
| 30D | -27.2% | +7.6% | -34.8% | -28.7% |
| 3M | -34.0% | +17.0% | -51.0% | -38.7% |
| 6M | -39.7% | +12.9% | -52.7% | -43.2% |
| YTD | +68.1% | +34.3% | +33.8% | +36.9% |
| 1Y | +66.3% | +28.5% | +37.8% | +37.2% |
| All | +66.3% | +27.3% | +39.0% | +37.2% |
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