+4,590.3%
WDC vs MAR
+2,498.9%
+2,091.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.7% | +5.8% |
| 7D | +1.7% | -4.2% | +5.9% | +4.1% |
| 30D | -10.0% | -6.7% | -3.3% | -6.6% |
| 3M | -18.8% | -12.5% | -6.3% | -13.5% |
| 6M | +79.0% | +0.6% | +78.5% | +77.1% |
| YTD | +171.6% | +9.1% | +162.4% | +155.2% |
| 1Y | +417.4% | +26.2% | +391.2% | +344.5% |
| 3Y | +1,251.8% | +68.2% | +1,183.6% | +891.9% |
| 5Y | +911.7% | +163.9% | +747.8% | +468.6% |
| 10Y | +1,399.6% | +420.6% | +979.1% | +458.6% |
| All | +4,590.3% | +2,498.9% | +2,091.3% | +620.9% |
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