+804.5%
WDC vs CPNG
-75.9%
+880.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.4% | +7.3% | +6.2% |
| 7D | +1.7% | -7.4% | +9.2% | +3.5% |
| 30D | -10.0% | -4.4% | -5.5% | -9.4% |
| 3M | -18.8% | -7.5% | -11.3% | -17.7% |
| 6M | +79.0% | -19.9% | +99.0% | +85.8% |
| YTD | +171.6% | -35.2% | +206.7% | +194.6% |
| 1Y | +417.4% | -46.8% | +464.2% | +484.9% |
| 3Y | +1,251.8% | -20.2% | +1,271.9% | +1,278.1% |
| 5Y | +911.7% | -48.4% | +960.1% | +907.1% |
| All | +804.5% | -75.9% | +880.4% | +767.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling