+18,420.3%
WDC vs MRSH
+3,262.1%
+15,158.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.1% | +2.0% |
| 7D | +7.5% | -5.9% | +13.3% | +10.4% |
| 30D | +10.1% | -7.3% | +17.4% | +13.6% |
| 3M | -6.8% | +7.4% | -14.3% | -12.6% |
| 6M | +84.1% | -0.7% | +84.8% | +76.5% |
| YTD | +180.3% | -3.2% | +183.4% | +169.1% |
| 1Y | +411.1% | -10.6% | +421.7% | +404.7% |
| 3Y | +1,375.0% | -4.6% | +1,379.6% | +1,281.8% |
| 5Y | +991.6% | +19.3% | +972.3% | +809.8% |
| 10Y | +1,309.1% | +217.3% | +1,091.8% | +644.5% |
| All | +18,420.3% | +3,262.1% | +15,158.2% | +3,466.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling