+642.9%
WDC vs CNP
+146.5%
+496.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.6% | -5.6% | -5.3% |
| 7D | +12.1% | +1.3% | +10.8% | +11.4% |
| 30D | -18.8% | +3.8% | -22.6% | -20.1% |
| 3M | -39.3% | +2.4% | -41.7% | -40.0% |
| 6M | -40.1% | -1.2% | -38.9% | -40.5% |
| YTD | +71.8% | +9.3% | +62.5% | +62.1% |
| 1Y | +88.5% | +6.4% | +82.0% | +79.7% |
| 3Y | +770.0% | +66.4% | +703.6% | +543.7% |
| 5Y | +549.0% | +75.7% | +473.4% | +355.8% |
| All | +642.9% | +146.5% | +496.4% | +256.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling