+1,359.8%
WDC vs MAR
+68.8%
+1,291.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +3.4% |
| 7D | +6.0% | -1.7% | +7.7% | +7.0% |
| 30D | +9.9% | -6.9% | +16.8% | +14.2% |
| 3M | -9.4% | -15.8% | +6.4% | -0.8% |
| 6M | +94.7% | +1.9% | +92.8% | +88.7% |
| YTD | +177.4% | +6.6% | +170.7% | +158.8% |
| 1Y | +412.6% | +23.7% | +388.9% | +327.4% |
| 3Y | +1,359.8% | +64.6% | +1,295.2% | +856.1% |
| All | +1,359.8% | +68.8% | +1,291.0% | +856.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling