+17,845.4%
WDC vs MAS
+1,430.5%
+16,414.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.8% | +4.1% | +5.1% |
| 7D | +1.7% | -0.8% | +2.5% | +2.1% |
| 30D | -10.0% | -5.6% | -4.4% | -8.0% |
| 3M | -18.8% | +4.4% | -23.2% | -21.3% |
| 6M | +79.0% | +7.2% | +71.8% | +71.1% |
| YTD | +171.6% | +16.1% | +155.4% | +150.0% |
| 1Y | +417.4% | +0.1% | +417.3% | +402.1% |
| 3Y | +1,251.8% | +28.3% | +1,223.5% | +1,069.4% |
| 5Y | +911.7% | +30.5% | +881.2% | +768.3% |
| 10Y | +1,399.6% | +139.1% | +1,260.5% | +920.3% |
| All | +17,845.4% | +1,430.5% | +16,414.9% | +5,048.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling