+528.7%
WDC vs CPB
-31.3%
+560.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -1.8% |
| 7D | -28.0% | +8.0% | -35.9% | -26.0% |
| 30D | -34.9% | +22.4% | -57.3% | -30.6% |
| 3M | -41.6% | +2.5% | -44.1% | -40.3% |
| 6M | -45.4% | +12.2% | -57.6% | -42.6% |
| YTD | +53.3% | -12.8% | +66.1% | +55.8% |
| 1Y | +61.5% | -19.2% | +80.7% | +62.9% |
| 3Y | +712.3% | -35.6% | +747.9% | +701.4% |
| All | +528.7% | -31.3% | +560.0% | +499.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling