+724.2%
WDC vs MAS
+61.2%
+663.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -3.4% | -13.9% | -16.3% |
| 7D | -32.3% | +4.6% | -36.9% | -33.2% |
| 30D | -34.9% | +19.9% | -54.8% | -38.7% |
| 3M | -48.4% | +8.9% | -57.3% | -49.9% |
| 6M | -42.4% | +20.2% | -62.6% | -47.1% |
| YTD | +55.5% | +33.9% | +21.6% | +33.9% |
| 1Y | +67.5% | +34.7% | +32.8% | +43.5% |
| All | +724.2% | +61.2% | +663.0% | +583.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling