-26.8%
WDC vs MAS
+24.1%
-50.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.6% | -12.4% | -5.8% |
| 7D | -18.3% | +14.2% | -32.5% | -17.0% |
| 30D | -26.7% | +26.8% | -53.5% | -25.1% |
| 3M | -40.9% | +13.1% | -54.1% | -39.8% |
| 6M | -26.8% | +27.9% | -54.7% | -29.5% |
| All | -26.8% | +24.1% | -50.9% | -29.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling