+113.2%
WDC vs MCO
+9.9%
+103.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.9% | -11.7% | -4.9% |
| 7D | -18.3% | +10.7% | -29.0% | -15.2% |
| 30D | -26.7% | +17.9% | -44.6% | -22.4% |
| 3M | -40.9% | +9.5% | -50.4% | -38.9% |
| 6M | -26.8% | +18.1% | -44.8% | -23.4% |
| YTD | +88.2% | +4.1% | +84.1% | +89.6% |
| 1Y | +113.2% | +9.3% | +103.9% | +123.5% |
| All | +113.2% | +9.9% | +103.3% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling