+113.2%
WDC vs CP
+35.2%
+78.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.5% | -10.3% | -6.6% |
| 7D | -18.3% | +5.6% | -23.9% | -18.2% |
| 30D | -26.7% | +10.0% | -36.7% | -26.8% |
| 3M | -40.9% | +4.4% | -45.3% | -40.5% |
| 6M | -26.8% | +14.1% | -40.8% | -29.3% |
| YTD | +88.2% | +29.1% | +59.1% | +70.4% |
| 1Y | +113.2% | +34.6% | +78.6% | +90.9% |
| All | +113.2% | +35.2% | +78.0% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling