+660.4%
WDC vs CP
+255.2%
+405.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -16.7% | +2.8% | -19.5% | -18.2% |
| 30D | -27.2% | +11.0% | -38.3% | -32.3% |
| 3M | -34.0% | +3.8% | -37.9% | -36.1% |
| 6M | -39.7% | +9.5% | -49.2% | -44.5% |
| YTD | +68.1% | +28.2% | +39.9% | +38.1% |
| 1Y | +66.3% | +33.0% | +33.4% | +33.4% |
| 3Y | +754.4% | +35.5% | +718.9% | +555.9% |
| 5Y | +595.8% | +25.8% | +570.0% | +453.4% |
| 10Y | +660.4% | +250.7% | +409.7% | +221.3% |
| All | +660.4% | +255.2% | +405.2% | +221.3% |
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