+957.1%
WDC vs CTVA
+102.0%
+855.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.3% |
| 7D | +4.4% | -4.7% | +9.1% | +5.9% |
| 30D | +5.3% | +11.1% | -5.8% | +1.5% |
| 3M | -5.9% | +13.7% | -19.6% | -11.2% |
| 6M | +73.2% | +11.2% | +62.0% | +64.6% |
| YTD | +167.8% | +26.9% | +141.0% | +143.3% |
| 1Y | +386.0% | +18.8% | +367.2% | +348.4% |
| 3Y | +1,309.7% | +75.9% | +1,233.8% | +1,013.2% |
| 5Y | +957.1% | +105.2% | +851.9% | +667.3% |
| All | +957.1% | +102.0% | +855.1% | +667.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling