+9,027.8%
WDC vs MKTX
+1,445.1%
+7,582.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.1% |
| 7D | +7.5% | +0.3% | +7.2% | +7.4% |
| 30D | +10.1% | +1.0% | +9.1% | +9.8% |
| 3M | -6.8% | +40.8% | -47.6% | -15.9% |
| 6M | +84.1% | -10.9% | +95.0% | +87.3% |
| YTD | +180.3% | -8.6% | +188.8% | +181.6% |
| 1Y | +411.1% | -11.6% | +422.6% | +415.9% |
| 3Y | +1,375.0% | -24.5% | +1,399.5% | +1,392.3% |
| 5Y | +991.6% | -60.7% | +1,052.3% | +1,209.8% |
| 10Y | +1,309.1% | +5.1% | +1,303.9% | +1,110.2% |
| All | +9,027.8% | +1,445.1% | +7,582.8% | +2,773.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling