+411.1%
WDC vs CP
+19.4%
+391.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | +7.5% | +0.6% | +6.9% | +7.4% |
| 30D | +10.1% | -0.5% | +10.5% | +10.3% |
| 3M | -6.8% | +0.1% | -6.9% | -6.8% |
| 6M | +84.1% | +7.8% | +76.3% | +77.6% |
| YTD | +180.3% | +22.9% | +157.4% | +160.0% |
| 1Y | +411.1% | +21.3% | +389.8% | +375.2% |
| All | +411.1% | +19.4% | +391.7% | +375.2% |
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