+1,188.5%
WDC vs MRSH
+218.8%
+969.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -4.3% | -4.8% | +0.4% | -2.1% |
| 30D | -1.5% | -6.3% | +4.8% | +1.2% |
| 3M | -15.5% | +5.8% | -21.3% | -20.9% |
| 6M | +66.5% | +2.8% | +63.7% | +55.3% |
| YTD | +159.9% | -3.1% | +163.0% | +148.3% |
| 1Y | +366.0% | -11.3% | +377.2% | +366.7% |
| 3Y | +1,285.8% | -5.0% | +1,290.8% | +1,152.6% |
| 5Y | +925.6% | +19.2% | +906.4% | +637.4% |
| All | +1,188.5% | +218.8% | +969.7% | +353.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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