+765.5%
WDC vs CPNG
-76.2%
+841.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.1% | -6.1% | -3.7% |
| 7D | -4.3% | -1.1% | -3.2% | -4.1% |
| 30D | -1.5% | -7.4% | +5.9% | -0.1% |
| 3M | -15.5% | -12.3% | -3.1% | -13.4% |
| 6M | +66.5% | -19.4% | +85.9% | +72.4% |
| YTD | +159.9% | -35.9% | +195.8% | +182.5% |
| 1Y | +366.0% | -53.4% | +419.4% | +442.8% |
| 3Y | +1,285.8% | -20.0% | +1,305.8% | +1,312.1% |
| 5Y | +925.6% | -49.6% | +975.1% | +923.4% |
| All | +765.5% | -76.2% | +841.7% | +731.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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