+5,849.6%
WDC vs MOH
+1,330.6%
+4,519.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.2% | -7.6% | -5.1% |
| 7D | +4.4% | -1.3% | +5.7% | +4.6% |
| 30D | +5.3% | +3.0% | +2.3% | +4.5% |
| 3M | -5.9% | +1.2% | -7.1% | -6.9% |
| 6M | +73.2% | +41.7% | +31.5% | +58.7% |
| YTD | +167.8% | +15.4% | +152.4% | +152.5% |
| 1Y | +386.0% | +11.8% | +374.2% | +355.5% |
| 3Y | +1,309.7% | -37.5% | +1,347.2% | +1,314.2% |
| 5Y | +957.1% | -20.6% | +977.7% | +880.9% |
| 10Y | +1,246.7% | +255.8% | +990.9% | +689.9% |
| All | +5,849.6% | +1,330.6% | +4,519.0% | +1,921.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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