+1,245.1%
WDC vs MA
+508.8%
+736.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +3.1% |
| 7D | +6.0% | -1.8% | +7.7% | +7.2% |
| 30D | +9.9% | +1.4% | +8.5% | +8.3% |
| 3M | -9.4% | +17.7% | -27.2% | -21.3% |
| 6M | +94.7% | +9.7% | +85.0% | +75.6% |
| YTD | +177.3% | +0.5% | +176.8% | +165.9% |
| 1Y | +412.4% | -2.1% | +414.5% | +396.8% |
| 3Y | +1,359.3% | +40.1% | +1,319.2% | +956.1% |
| 5Y | +992.2% | +67.5% | +924.7% | +565.0% |
| 10Y | +1,245.1% | +505.6% | +739.5% | +188.3% |
| All | +1,245.1% | +508.8% | +736.2% | +188.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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