+1,256.8%
WDC vs MA
+42.6%
+1,214.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.1% | +7.0% | +6.2% |
| 7D | +1.7% | -2.7% | +4.4% | +2.5% |
| 30D | -10.0% | +1.5% | -11.5% | -10.5% |
| 3M | -18.8% | +20.4% | -39.2% | -24.9% |
| 6M | +79.0% | +11.1% | +67.9% | +71.4% |
| YTD | +171.6% | +2.0% | +169.6% | +173.3% |
| 1Y | +417.4% | -2.2% | +419.5% | +434.2% |
| All | +1,256.8% | +42.6% | +1,214.2% | +835.4% |
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