+637.4%
WDC vs CNH
+46.6%
+590.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +10.9% | -1.0% | +4.7% |
| 7D | -14.4% | +8.6% | -23.0% | -17.4% |
| 30D | -27.1% | +12.6% | -39.6% | -31.1% |
| 3M | -33.3% | +17.5% | -50.8% | -39.6% |
| 6M | -39.6% | +18.1% | -57.7% | -46.0% |
| YTD | +68.4% | +40.4% | +28.0% | +37.2% |
| 1Y | +78.2% | +34.0% | +44.2% | +48.2% |
| 3Y | +772.0% | +35.3% | +736.7% | +597.3% |
| 5Y | +584.9% | -5.1% | +590.0% | +533.9% |
| 10Y | +653.4% | +124.0% | +529.4% | +356.0% |
| All | +637.4% | +46.6% | +590.8% | +365.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling