+682.0%
WDC vs MA
+558.8%
+123.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | +0.2% |
| 7D | +16.3% | -0.5% | +16.8% | +16.7% |
| 30D | -18.3% | +7.9% | -26.2% | -22.9% |
| 3M | -31.4% | +16.8% | -48.2% | -39.3% |
| 6M | -36.3% | +31.0% | -67.3% | -49.4% |
| YTD | +80.8% | +15.0% | +65.8% | +56.4% |
| 1Y | +87.7% | +17.0% | +70.7% | +59.9% |
| 3Y | +819.4% | +68.5% | +751.0% | +475.8% |
| 5Y | +583.2% | +85.0% | +498.2% | +290.6% |
| All | +682.0% | +558.8% | +123.1% | +52.7% |
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