+2,034.0%
WDC vs MA
+17,837.3%
-15,803.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -28.0% | +2.3% | -30.3% | -28.9% |
| 30D | -34.9% | +14.7% | -49.6% | -39.9% |
| 3M | -41.6% | +13.5% | -55.1% | -45.9% |
| 6M | -45.4% | +33.1% | -78.5% | -54.6% |
| YTD | +53.3% | +15.1% | +38.2% | +37.1% |
| 1Y | +61.5% | +18.7% | +42.8% | +41.7% |
| 3Y | +712.3% | +72.1% | +640.3% | +475.2% |
| 5Y | +524.2% | +92.8% | +431.4% | +314.0% |
| 10Y | +616.5% | +571.6% | +44.9% | +163.5% |
| All | +2,034.0% | +17,837.3% | -15,803.3% | +216.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling