+585.8%
WDC vs MAS
+215.9%
+369.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.6% |
| 7D | -28.0% | +2.4% | -30.3% | -29.1% |
| 30D | -34.9% | +19.8% | -54.8% | -41.9% |
| 3M | -41.6% | +9.8% | -51.4% | -45.4% |
| 6M | -45.4% | +15.8% | -61.1% | -51.7% |
| YTD | +53.3% | +31.8% | +21.5% | +22.9% |
| 1Y | +61.5% | +35.4% | +26.2% | +26.9% |
| 3Y | +712.3% | +59.2% | +653.1% | +446.5% |
| 5Y | +524.2% | +41.2% | +483.0% | +344.9% |
| All | +585.8% | +215.9% | +369.9% | +177.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling