+899.5%
WDC vs CTVA
+131.3%
+768.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.6% | -7.6% | -6.2% |
| 7D | +12.1% | -20.8% | +32.8% | +21.7% |
| 30D | -18.8% | -29.6% | +10.8% | -7.1% |
| 3M | -39.3% | -16.9% | -22.4% | -37.2% |
| 6M | -40.1% | -24.3% | -15.9% | -35.8% |
| YTD | +71.8% | -5.6% | +77.4% | +63.5% |
| 1Y | +88.5% | -4.2% | +92.6% | +77.6% |
| 3Y | +770.0% | +43.3% | +726.7% | +523.9% |
| 5Y | +549.0% | +35.7% | +513.3% | +360.2% |
| All | +899.5% | +131.3% | +768.2% | +350.1% |
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