+712.3%
WDC vs CNP
+60.3%
+652.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.2% | -1.3% |
| 7D | -28.0% | -4.2% | -23.8% | -28.3% |
| 30D | -34.9% | +5.5% | -40.5% | -34.4% |
| 3M | -41.6% | +0.6% | -42.1% | -41.3% |
| 6M | -45.4% | -2.8% | -42.5% | -45.5% |
| YTD | +53.3% | +7.9% | +45.4% | +52.4% |
| 1Y | +61.5% | +6.7% | +54.9% | +60.8% |
| 3Y | +712.3% | +61.1% | +651.2% | +696.3% |
| All | +712.3% | +60.3% | +652.1% | +696.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling