-36.3%
WDC vs MAR
+20.1%
-56.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.9% |
| 7D | +16.3% | +1.8% | +14.5% | +16.7% |
| 30D | -18.3% | +14.3% | -32.6% | -14.9% |
| 3M | -31.4% | +20.0% | -51.5% | -27.7% |
| 6M | -36.3% | +21.7% | -58.0% | -31.7% |
| All | -36.3% | +20.1% | -56.4% | -31.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling