+2,867.4%
WDC vs MAR
+3,168.2%
-300.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.8% |
| 7D | +12.1% | +1.6% | +10.5% | +11.1% |
| 30D | -18.8% | +13.8% | -32.6% | -24.5% |
| 3M | -39.3% | +20.3% | -59.6% | -45.4% |
| 6M | -40.1% | +21.3% | -61.4% | -47.0% |
| YTD | +71.8% | +37.2% | +34.6% | +41.8% |
| 1Y | +88.5% | +48.4% | +40.0% | +48.3% |
| 3Y | +770.0% | +120.1% | +649.9% | +449.1% |
| 5Y | +549.0% | +182.1% | +367.0% | +251.6% |
| 10Y | +650.3% | +530.2% | +120.1% | +150.6% |
| All | +2,867.4% | +3,168.2% | -300.8% | +300.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling