+660.4%
WDC vs MS
+576.8%
+83.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.4% |
| 7D | -16.7% | +0.8% | -17.5% | -16.8% |
| 30D | -27.2% | -0.7% | -26.5% | -26.2% |
| 3M | -34.0% | -12.4% | -21.6% | -27.0% |
| 6M | -39.7% | -1.7% | -38.0% | -37.9% |
| YTD | +68.1% | +8.0% | +60.0% | +61.3% |
| 1Y | +66.3% | +16.2% | +50.1% | +51.6% |
| 3Y | +754.4% | +171.3% | +583.1% | +313.5% |
| 5Y | +595.8% | +124.8% | +471.0% | +278.7% |
| 10Y | +660.4% | +553.7% | +106.7% | +120.2% |
| All | +660.4% | +576.8% | +83.6% | +120.2% |
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