+642.9%
WDC vs CPB
-38.9%
+681.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.1% | -8.1% | -4.7% |
| 7D | +12.1% | -1.6% | +13.7% | +12.0% |
| 30D | -18.8% | +19.2% | -38.0% | -17.5% |
| 3M | -39.3% | -1.0% | -38.3% | -39.0% |
| 6M | -40.1% | +15.2% | -55.3% | -39.5% |
| YTD | +71.8% | -13.1% | +84.9% | +73.8% |
| 1Y | +88.5% | -22.4% | +110.9% | +91.3% |
| 3Y | +770.0% | -35.3% | +805.3% | +782.6% |
| 5Y | +549.0% | -33.0% | +582.0% | +547.7% |
| All | +642.9% | -38.9% | +681.8% | +656.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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