+770.0%
WDC vs MA
+70.7%
+699.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.3% | -6.3% | -5.2% |
| 7D | +12.1% | +1.3% | +10.8% | +11.9% |
| 30D | -18.8% | +9.6% | -28.4% | -20.0% |
| 3M | -39.3% | +16.8% | -56.1% | -41.1% |
| 6M | -40.1% | +35.2% | -75.3% | -45.0% |
| YTD | +71.8% | +16.6% | +55.2% | +69.8% |
| 1Y | +88.5% | +19.8% | +68.7% | +82.8% |
| 3Y | +770.0% | +70.7% | +699.3% | +559.2% |
| All | +770.0% | +70.7% | +699.3% | +559.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling