+113.2%
WDC vs CTVA
+33.4%
+79.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.2% | -10.0% | -6.8% |
| 7D | -18.3% | +8.2% | -26.5% | -18.6% |
| 30D | -26.7% | -1.0% | -25.6% | -26.5% |
| 3M | -40.9% | +4.6% | -45.5% | -41.4% |
| 6M | -26.8% | +0.5% | -27.2% | -29.6% |
| YTD | +88.2% | +22.7% | +65.5% | +53.7% |
| 1Y | +113.2% | +32.0% | +81.2% | +67.1% |
| All | +113.2% | +33.4% | +79.7% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 1y: compounded portfolio wealth divided by compounded CTVA 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…
1y analysis · Full analysis span regression · 6 months rolling