+642.9%
WDC vs MS
+549.7%
+93.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.8% | -5.8% | -5.6% |
| 7D | +12.1% | +5.1% | +7.0% | +8.2% |
| 30D | -18.8% | +5.7% | -24.5% | -21.4% |
| 3M | -39.3% | -12.2% | -27.1% | -33.0% |
| 6M | -40.1% | -0.5% | -39.6% | -38.9% |
| YTD | +71.8% | +9.8% | +62.0% | +63.0% |
| 1Y | +88.5% | +17.7% | +70.7% | +70.2% |
| 3Y | +770.0% | +176.8% | +593.2% | +315.1% |
| 5Y | +549.0% | +123.7% | +425.3% | +254.4% |
| All | +642.9% | +549.7% | +93.1% | +107.7% |
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