+66.6%
WDC vs MP
-38.7%
+105.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +6.6% | +3.2% | +6.6% |
| 7D | -14.4% | -1.6% | -12.9% | -13.4% |
| 30D | -27.1% | -18.2% | -8.9% | -19.6% |
| 3M | -33.3% | -26.1% | -7.1% | -23.8% |
| 6M | -39.6% | -44.0% | +4.4% | -22.9% |
| YTD | +68.4% | -25.3% | +93.7% | +76.6% |
| All | +66.6% | -38.7% | +105.3% | +94.6% |
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