+1,394.6%
WDC vs CTVA
+76.0%
+1,318.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.4% | +1.3% |
| 7D | +7.5% | -5.8% | +13.3% | +8.7% |
| 30D | +10.1% | +11.1% | -1.0% | +7.5% |
| 3M | -6.8% | +13.2% | -20.0% | -10.6% |
| 6M | +84.1% | +8.7% | +75.4% | +78.3% |
| YTD | +180.3% | +27.3% | +153.0% | +161.5% |
| 1Y | +411.1% | +18.0% | +393.1% | +384.5% |
| All | +1,394.6% | +76.0% | +1,318.6% | +1,211.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling