+417.4%
WDC vs MP
-17.4%
+434.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.4% | +4.5% | +5.4% |
| 7D | +1.7% | -2.9% | +4.6% | +2.7% |
| 30D | -10.0% | +13.8% | -23.8% | -14.0% |
| 3M | -18.8% | -16.7% | -2.1% | -15.4% |
| 6M | +79.0% | -11.5% | +90.5% | +80.7% |
| YTD | +171.6% | +7.9% | +163.6% | +166.0% |
| 1Y | +417.4% | -15.0% | +432.4% | +402.2% |
| All | +417.4% | -17.4% | +434.8% | +402.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling