+1,479.8%
WDC vs CTVA
+223.3%
+1,256.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.9% | +6.7% | +6.3% |
| 7D | +1.7% | +4.9% | -3.2% | -0.9% |
| 30D | -10.0% | +11.9% | -21.9% | -15.2% |
| 3M | -18.8% | +13.7% | -32.4% | -25.3% |
| 6M | +79.0% | +13.1% | +65.9% | +64.6% |
| YTD | +171.6% | +32.0% | +139.6% | +130.2% |
| 1Y | +417.4% | +22.1% | +395.3% | +350.7% |
| 3Y | +1,251.8% | +77.5% | +1,174.3% | +821.1% |
| 5Y | +911.7% | +106.3% | +805.4% | +500.6% |
| All | +1,479.8% | +223.3% | +1,256.5% | +533.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling