+653.4%
WDC vs CP
+261.0%
+392.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.0% | +7.8% | +8.6% |
| 7D | -14.4% | +2.8% | -17.2% | -15.9% |
| 30D | -27.1% | +11.3% | -38.4% | -32.3% |
| 3M | -33.3% | +2.9% | -36.1% | -34.9% |
| 6M | -39.6% | +9.8% | -49.4% | -44.4% |
| YTD | +68.4% | +28.5% | +39.9% | +38.2% |
| 1Y | +78.2% | +33.5% | +44.7% | +42.5% |
| 3Y | +772.0% | +31.9% | +740.1% | +582.4% |
| 5Y | +584.9% | +25.5% | +559.4% | +446.0% |
| 10Y | +653.4% | +257.6% | +395.9% | +221.5% |
| All | +653.4% | +261.0% | +392.5% | +221.5% |
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