+1,089.1%
WDC vs CNH
+64.7%
+1,024.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.0% | +1.8% | +3.9% |
| 7D | +1.7% | +23.3% | -21.5% | -8.3% |
| 30D | -10.0% | +33.5% | -43.4% | -22.6% |
| 3M | -18.8% | +32.7% | -51.5% | -30.4% |
| 6M | +79.0% | +22.2% | +56.9% | +58.9% |
| YTD | +171.6% | +57.7% | +113.9% | +111.5% |
| 1Y | +417.4% | +28.0% | +389.4% | +344.3% |
| 3Y | +1,251.8% | +11.5% | +1,240.3% | +1,099.2% |
| 5Y | +911.7% | +11.9% | +899.8% | +773.9% |
| 10Y | +1,399.6% | +162.8% | +1,236.9% | +753.8% |
| All | +1,089.1% | +64.7% | +1,024.5% | +617.1% |
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