+1,221.5%
WDC vs MS
+810.5%
+411.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.3% | +5.6% | +5.7% |
| 7D | +1.7% | +1.4% | +0.4% | +0.7% |
| 30D | -10.0% | -0.3% | -9.7% | -9.8% |
| 3M | -18.8% | +0.3% | -19.0% | -17.9% |
| 6M | +79.0% | +31.3% | +47.7% | +48.6% |
| YTD | +171.6% | +24.7% | +146.9% | +133.6% |
| 1Y | +417.4% | +47.9% | +369.5% | +293.2% |
| 3Y | +1,251.8% | +178.3% | +1,073.4% | +537.9% |
| 5Y | +911.7% | +144.9% | +766.8% | +416.1% |
| All | +1,221.5% | +810.5% | +411.0% | +196.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling