+1,359.8%
WDC vs CNH
+7.5%
+1,352.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.6% | +7.7% | +4.2% |
| 7D | +6.0% | +8.8% | -2.8% | +2.3% |
| 30D | +9.9% | +24.7% | -14.7% | 0.0% |
| 3M | -9.4% | +27.3% | -36.7% | -18.8% |
| 6M | +94.7% | +23.2% | +71.6% | +76.2% |
| YTD | +177.4% | +48.9% | +128.4% | +130.3% |
| 1Y | +412.6% | +19.4% | +393.2% | +364.3% |
| 3Y | +1,359.8% | +7.8% | +1,352.0% | +1,232.1% |
| All | +1,359.8% | +7.5% | +1,352.3% | +1,232.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling