+952.4%
WDC vs LUNR
+48.7%
+903.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.1% | -2.9% |
| 7D | -4.3% | -3.1% | -1.2% | -4.2% |
| 30D | -1.5% | -15.3% | +13.8% | -1.0% |
| 3M | -15.5% | -53.2% | +37.7% | -14.1% |
| 6M | +66.5% | -22.2% | +88.7% | +66.8% |
| YTD | +159.9% | -11.6% | +171.4% | +159.3% |
| 1Y | +366.0% | +68.4% | +297.5% | +359.5% |
| 3Y | +1,285.8% | +216.8% | +1,069.0% | +1,273.9% |
| All | +952.4% | +48.7% | +903.7% | +970.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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