+916.1%
WDC vs CPNG
-49.8%
+965.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | 0.0% |
| 3M | -15.5% | -12.3% | -3.1% | -13.2% |
| 6M | +66.5% | -19.4% | +85.9% | +72.9% |
| YTD | +159.9% | -35.9% | +195.8% | +184.5% |
| 1Y | +366.0% | -53.4% | +419.4% | +450.3% |
| 3Y | +1,285.8% | -20.0% | +1,305.8% | +1,310.9% |
| All | +916.1% | -49.8% | +965.9% | +896.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling