+12,335.5%
WDC vs MAS
+1,727.7%
+10,607.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.6% | -12.4% | -9.0% |
| 7D | -18.3% | +14.2% | -32.5% | -22.9% |
| 30D | -26.7% | +26.8% | -53.5% | -33.9% |
| 3M | -40.9% | +13.1% | -54.1% | -44.4% |
| 6M | -26.8% | +27.9% | -54.7% | -35.2% |
| YTD | +88.2% | +38.7% | +49.5% | +59.8% |
| 1Y | +113.2% | +40.4% | +72.8% | +79.8% |
| 3Y | +901.0% | +66.1% | +834.9% | +677.0% |
| 5Y | +682.2% | +47.4% | +634.8% | +533.7% |
| 10Y | +779.6% | +238.3% | +541.3% | +421.5% |
| All | +12,335.5% | +1,727.7% | +10,607.8% | +3,191.0% |
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