+10,029.5%
WDC vs CP
+7,734.8%
+2,294.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.5% |
| 7D | -28.0% | +2.8% | -30.7% | -29.1% |
| 30D | -34.9% | +10.2% | -45.1% | -38.5% |
| 3M | -41.6% | +2.4% | -43.9% | -42.7% |
| 6M | -45.4% | +7.7% | -53.0% | -48.4% |
| YTD | +53.3% | +26.0% | +27.3% | +32.5% |
| 1Y | +61.5% | +34.6% | +26.9% | +34.8% |
| 3Y | +712.3% | +26.7% | +685.7% | +590.0% |
| 5Y | +524.2% | +24.9% | +499.3% | +431.2% |
| 10Y | +616.5% | +258.6% | +357.9% | +252.1% |
| All | +10,029.5% | +7,734.8% | +2,294.7% | +1,116.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling