+1,188.5%
WDC vs MDY
+177.2%
+1,011.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -4.1% |
| 7D | -4.3% | -1.9% | -2.5% | -1.9% |
| 30D | -1.5% | -4.6% | +3.1% | +5.1% |
| 3M | -15.5% | -1.2% | -14.3% | -13.5% |
| 6M | +66.5% | +9.2% | +57.2% | +51.6% |
| YTD | +159.9% | +13.1% | +146.8% | +128.5% |
| 1Y | +366.0% | +13.0% | +353.0% | +310.9% |
| 3Y | +1,285.8% | +49.2% | +1,236.6% | +761.2% |
| 5Y | +925.6% | +47.2% | +878.3% | +556.4% |
| All | +1,188.5% | +177.2% | +1,011.4% | +339.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling