+771.3%
WDC vs MP
+291.5%
+479.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.5% | -8.5% | -5.7% |
| 7D | +12.1% | +9.5% | +2.6% | +10.0% |
| 30D | -18.8% | -3.0% | -15.8% | -18.1% |
| 3M | -39.3% | -30.4% | -8.9% | -34.7% |
| 6M | -40.1% | -39.2% | -0.9% | -33.9% |
| YTD | +71.8% | -23.3% | +95.1% | +80.2% |
| 1Y | +88.5% | -32.6% | +121.1% | +101.9% |
| 3Y | +770.0% | +159.3% | +610.7% | +538.6% |
| 5Y | +549.0% | -16.4% | +565.5% | +472.4% |
| All | +771.3% | +291.5% | +479.8% | +472.4% |
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