+682.0%
WDC vs CNP
+145.0%
+536.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | +16.3% | +2.5% | +13.8% | +15.0% |
| 30D | -18.3% | +4.0% | -22.3% | -19.7% |
| 3M | -31.4% | +1.6% | -33.1% | -32.0% |
| 6M | -36.3% | -1.7% | -34.6% | -36.6% |
| YTD | +80.8% | +8.6% | +72.2% | +71.1% |
| 1Y | +87.7% | +5.8% | +81.9% | +79.5% |
| 3Y | +819.4% | +63.0% | +756.4% | +587.5% |
| 5Y | +583.2% | +74.7% | +508.5% | +381.1% |
| All | +682.0% | +145.0% | +536.9% | +276.0% |
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