+113.2%
WDC vs MS
+22.2%
+91.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.2% | -11.0% | -10.9% |
| 7D | -18.3% | +2.6% | -21.0% | -20.6% |
| 30D | -26.7% | +2.6% | -29.3% | -28.6% |
| 3M | -40.9% | -10.1% | -30.9% | -34.3% |
| 6M | -26.8% | +4.4% | -31.1% | -27.1% |
| YTD | +88.2% | +11.7% | +76.4% | +73.3% |
| 1Y | +113.2% | +20.9% | +92.2% | +80.9% |
| All | +113.2% | +22.2% | +91.0% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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