+653.4%
WDC vs MA
+562.8%
+90.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.5% | +9.4% | +9.5% |
| 7D | -14.4% | -0.3% | -14.1% | -14.2% |
| 30D | -27.1% | +11.3% | -38.4% | -32.7% |
| 3M | -33.3% | +16.7% | -49.9% | -40.9% |
| 6M | -39.6% | +32.8% | -72.4% | -52.4% |
| YTD | +68.4% | +15.6% | +52.8% | +45.2% |
| 1Y | +78.2% | +19.6% | +58.6% | +49.2% |
| 3Y | +772.0% | +72.1% | +699.9% | +437.8% |
| 5Y | +584.9% | +96.0% | +488.9% | +273.5% |
| 10Y | +653.4% | +554.8% | +98.7% | +58.9% |
| All | +653.4% | +562.8% | +90.7% | +58.9% |
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