+9,227.7%
WDC vs MCO
+7,398.7%
+1,829.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.7% |
| 7D | +7.5% | -3.1% | +10.6% | +8.9% |
| 30D | +10.1% | -0.5% | +10.6% | +9.9% |
| 3M | -6.8% | +5.7% | -12.5% | -11.0% |
| 6M | +84.1% | +3.0% | +81.1% | +76.8% |
| YTD | +180.3% | -6.5% | +186.7% | +179.8% |
| 1Y | +411.1% | -5.8% | +416.8% | +403.7% |
| 3Y | +1,375.0% | +43.1% | +1,331.9% | +1,086.2% |
| 5Y | +991.6% | +29.5% | +962.1% | +814.9% |
| 10Y | +1,309.1% | +388.8% | +920.3% | +557.1% |
| All | +9,227.7% | +7,398.7% | +1,829.0% | +1,267.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling