+653.4%
WDC vs MS
+614.4%
+39.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.1% | +6.7% | +7.5% |
| 7D | -14.4% | +0.7% | -15.2% | -14.5% |
| 30D | -27.1% | -0.9% | -26.1% | -26.0% |
| 3M | -33.3% | -13.0% | -20.3% | -25.8% |
| 6M | -39.6% | -2.0% | -37.6% | -37.7% |
| YTD | +68.4% | +7.8% | +60.6% | +62.0% |
| 1Y | +78.2% | +17.9% | +60.3% | +61.0% |
| 3Y | +772.0% | +174.8% | +597.2% | +319.1% |
| 5Y | +584.9% | +119.9% | +465.1% | +279.6% |
| 10Y | +653.4% | +578.8% | +74.6% | +127.8% |
| All | +653.4% | +614.4% | +39.0% | +127.8% |
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