+1,217.3%
WDC vs CP
+221.3%
+996.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.3% | +5.5% | +5.6% |
| 7D | +1.7% | -2.7% | +4.4% | +3.4% |
| 30D | -10.0% | +0.2% | -10.1% | -10.1% |
| 3M | -18.8% | +2.6% | -21.3% | -21.1% |
| 6M | +79.0% | +6.0% | +73.1% | +69.6% |
| YTD | +171.6% | +24.9% | +146.6% | +128.6% |
| 1Y | +417.4% | +20.1% | +397.3% | +345.7% |
| 3Y | +1,251.8% | +16.4% | +1,235.4% | +1,063.1% |
| 5Y | +911.7% | +31.7% | +880.0% | +680.5% |
| All | +1,217.3% | +221.3% | +996.1% | +470.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling