+695.1%
WDC vs MA
+574.5%
+120.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.3% | +8.0% | +8.1% |
| 7D | -3.2% | -1.8% | -1.5% | -1.7% |
| 30D | -19.0% | +11.0% | -30.1% | -25.1% |
| 3M | -28.4% | +17.9% | -46.3% | -37.0% |
| 6M | -39.2% | +33.2% | -72.4% | -52.2% |
| YTD | +82.1% | +16.5% | +65.6% | +56.2% |
| 1Y | +84.7% | +19.1% | +65.6% | +55.3% |
| 3Y | +825.6% | +70.6% | +755.1% | +475.5% |
| 5Y | +608.2% | +92.1% | +516.0% | +293.9% |
| 10Y | +695.1% | +569.6% | +125.5% | +66.0% |
| All | +695.1% | +574.5% | +120.6% | +66.0% |
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