+695.1%
WDC vs MS
+575.8%
+119.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.6% | +6.7% | +7.1% |
| 7D | -3.2% | -1.7% | -1.5% | -1.1% |
| 30D | -19.0% | +0.9% | -20.0% | -18.9% |
| 3M | -28.4% | -10.8% | -17.6% | -21.8% |
| 6M | -39.2% | +0.9% | -40.1% | -38.6% |
| YTD | +82.1% | +9.8% | +72.3% | +72.8% |
| 1Y | +84.7% | +17.1% | +67.6% | +67.5% |
| 3Y | +825.6% | +175.7% | +649.9% | +343.2% |
| 5Y | +608.2% | +125.9% | +482.3% | +284.2% |
| 10Y | +695.1% | +556.2% | +138.9% | +121.1% |
| All | +695.1% | +575.8% | +119.3% | +121.1% |
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