+553.7%
WDC vs MAS
+44.5%
+509.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.4% |
| 7D | -16.7% | +3.6% | -20.3% | -17.9% |
| 30D | -27.2% | +23.8% | -51.0% | -34.4% |
| 3M | -34.0% | +14.4% | -48.4% | -38.5% |
| 6M | -39.7% | +19.7% | -59.5% | -46.3% |
| YTD | +68.1% | +36.0% | +32.1% | +37.2% |
| 1Y | +66.3% | +40.4% | +26.0% | +33.0% |
| 3Y | +754.4% | +58.9% | +695.5% | +502.8% |
| All | +553.7% | +44.5% | +509.2% | +378.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling