+66.6%
WDC vs CNH
+33.2%
+33.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +10.9% | -1.0% | +6.5% |
| 7D | -14.4% | +8.6% | -23.0% | -16.4% |
| 30D | -27.1% | +12.6% | -39.6% | -29.5% |
| 3M | -33.3% | +17.5% | -50.8% | -37.8% |
| 6M | -39.6% | +18.1% | -57.7% | -43.9% |
| YTD | +68.4% | +40.4% | +28.0% | +35.3% |
| All | +66.6% | +33.2% | +33.5% | +35.7% |
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