+677.4%
WDC vs MP
+257.7%
+419.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.4% | -2.5% |
| 7D | -28.0% | -10.5% | -17.4% | -26.1% |
| 30D | -34.9% | -23.5% | -11.4% | -31.1% |
| 3M | -41.6% | -25.4% | -16.1% | -38.1% |
| 6M | -45.4% | -51.3% | +5.9% | -37.1% |
| YTD | +53.3% | -29.9% | +83.2% | +63.8% |
| 1Y | +61.5% | -31.8% | +93.4% | +73.3% |
| 3Y | +712.3% | +127.0% | +585.4% | +512.7% |
| 5Y | +524.2% | -3.3% | +527.5% | +442.9% |
| All | +677.4% | +257.7% | +419.7% | +420.5% |
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