+417.4%
WDC vs CP
+19.9%
+397.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.3% | +5.5% | +5.8% |
| 7D | +1.7% | -2.7% | +4.4% | +2.0% |
| 30D | -10.0% | +0.2% | -10.1% | -9.8% |
| 3M | -18.8% | +2.6% | -21.3% | -19.0% |
| 6M | +79.0% | +6.0% | +73.1% | +74.0% |
| YTD | +171.6% | +24.9% | +146.6% | +152.0% |
| 1Y | +417.4% | +20.1% | +397.3% | +386.7% |
| All | +417.4% | +19.9% | +397.5% | +386.7% |
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