+1,394.6%
WDC vs CPNG
-21.2%
+1,415.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.4% | +1.1% |
| 7D | +7.5% | -7.6% | +15.0% | +9.7% |
| 30D | +10.1% | -8.8% | +18.9% | +12.5% |
| 3M | -6.8% | -7.2% | +0.4% | -5.7% |
| 6M | +84.1% | -21.5% | +105.7% | +92.9% |
| YTD | +180.3% | -37.4% | +217.7% | +212.4% |
| 1Y | +411.1% | -54.3% | +465.4% | +520.5% |
| All | +1,394.6% | -21.2% | +1,415.8% | +1,499.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling