+928.6%
WDC vs CNH
+11.5%
+917.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.0% | +1.8% | +4.0% |
| 7D | +1.7% | +23.3% | -21.5% | -7.9% |
| 30D | -10.0% | +33.5% | -43.4% | -22.1% |
| 3M | -18.8% | +32.7% | -51.5% | -29.9% |
| 6M | +79.0% | +22.2% | +56.9% | +59.9% |
| YTD | +171.6% | +57.7% | +113.9% | +112.6% |
| 1Y | +417.4% | +28.0% | +389.4% | +346.6% |
| 3Y | +1,251.8% | +11.5% | +1,240.3% | +1,116.6% |
| All | +928.6% | +11.5% | +917.1% | +781.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling