+1,513.5%
WDC vs CTVA
+216.1%
+1,297.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.4% | +3.3% |
| 7D | +6.0% | -2.1% | +8.1% | +7.0% |
| 30D | +9.9% | +12.0% | -2.1% | +3.2% |
| 3M | -9.4% | +13.5% | -22.9% | -16.7% |
| 6M | +94.7% | +12.1% | +82.6% | +79.7% |
| YTD | +177.4% | +29.0% | +148.3% | +137.7% |
| 1Y | +412.6% | +18.9% | +393.7% | +352.6% |
| 3Y | +1,359.8% | +78.9% | +1,280.9% | +886.1% |
| 5Y | +992.6% | +105.2% | +887.3% | +547.8% |
| All | +1,513.5% | +216.1% | +1,297.5% | +554.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling