+366.0%
WDC vs MAR
+28.2%
+337.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.3% |
| 7D | -4.3% | -0.5% | -3.8% | -4.2% |
| 30D | -1.5% | -5.4% | +3.9% | -0.4% |
| 3M | -15.5% | -15.5% | 0.0% | -11.7% |
| 6M | +66.5% | +3.0% | +63.5% | +62.8% |
| YTD | +159.9% | +8.5% | +151.3% | +153.5% |
| 1Y | +366.0% | +26.0% | +340.0% | +368.6% |
| All | +366.0% | +28.2% | +337.8% | +368.6% |
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