+1,188.5%
WDC vs MKTX
+5.0%
+1,183.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -4.3% | -0.2% | -4.1% | -4.3% |
| 30D | -1.5% | +0.7% | -2.2% | -1.7% |
| 3M | -15.5% | +40.8% | -56.3% | -22.2% |
| 6M | +66.5% | -8.0% | +74.4% | +68.1% |
| YTD | +159.9% | -8.7% | +168.6% | +161.8% |
| 1Y | +366.0% | -11.8% | +377.8% | +372.0% |
| 3Y | +1,285.8% | -24.0% | +1,309.9% | +1,294.9% |
| 5Y | +925.6% | -60.3% | +985.9% | +1,134.2% |
| All | +1,188.5% | +5.0% | +1,183.5% | +1,069.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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