+823.4%
WDC vs MP
+271.0%
+552.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.7% | +7.6% | +8.2% |
| 7D | -3.2% | +2.3% | -5.5% | -3.5% |
| 30D | -19.0% | -15.3% | -3.7% | -15.9% |
| 3M | -28.4% | -33.5% | +5.1% | -22.2% |
| 6M | -39.2% | -45.5% | +6.3% | -31.4% |
| YTD | +82.1% | -27.3% | +109.4% | +93.2% |
| 1Y | +84.7% | -40.7% | +125.4% | +102.7% |
| 3Y | +825.6% | +145.9% | +679.8% | +587.6% |
| 5Y | +608.2% | -13.9% | +622.1% | +524.9% |
| All | +823.4% | +271.0% | +552.4% | +513.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling