+1,411.7%
WDC vs CTVA
+208.7%
+1,203.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.6% |
| 7D | -4.3% | -4.5% | +0.2% | -2.1% |
| 30D | -1.5% | +11.3% | -12.8% | -7.2% |
| 3M | -15.5% | +12.3% | -27.8% | -22.0% |
| 6M | +66.5% | +7.2% | +59.3% | +57.3% |
| YTD | +159.9% | +26.0% | +133.8% | +125.4% |
| 1Y | +366.0% | +16.0% | +349.9% | +316.6% |
| 3Y | +1,285.8% | +73.9% | +1,211.9% | +850.2% |
| 5Y | +925.6% | +103.8% | +821.8% | +508.6% |
| All | +1,411.7% | +208.7% | +1,203.0% | +520.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling