+991.6%
WDC vs MAR
+158.8%
+832.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.6% |
| 7D | +7.5% | -0.5% | +8.0% | +7.7% |
| 30D | +10.1% | -4.7% | +14.7% | +12.9% |
| 3M | -6.8% | -15.6% | +8.8% | +1.8% |
| 6M | +84.1% | +1.2% | +82.9% | +80.2% |
| YTD | +180.3% | +7.5% | +172.8% | +162.6% |
| 1Y | +411.1% | +26.6% | +384.5% | +328.1% |
| 3Y | +1,375.0% | +66.0% | +1,309.0% | +936.6% |
| 5Y | +991.6% | +154.1% | +837.5% | +502.8% |
| All | +991.6% | +158.8% | +832.7% | +502.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling