+113.2%
WDC vs MAR
+62.0%
+51.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.0% | -8.8% | -7.1% |
| 7D | -18.3% | +7.7% | -26.0% | -19.6% |
| 30D | -26.7% | +19.4% | -46.1% | -29.5% |
| 3M | -40.9% | +23.3% | -64.3% | -43.8% |
| 6M | -26.8% | +22.8% | -49.6% | -31.3% |
| YTD | +88.2% | +37.8% | +50.4% | +68.0% |
| 1Y | +113.2% | +57.4% | +55.8% | +79.9% |
| All | +113.2% | +62.0% | +51.2% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling