+84.7%
WDC vs MS
+17.9%
+66.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.6% | +6.7% | +6.6% |
| 7D | -3.2% | -1.7% | -1.5% | -0.4% |
| 30D | -19.0% | +0.9% | -20.0% | -18.9% |
| 3M | -28.4% | -10.8% | -17.6% | -19.1% |
| 6M | -39.2% | +0.9% | -40.1% | -36.9% |
| YTD | +82.1% | +9.8% | +72.3% | +72.7% |
| 1Y | +84.7% | +17.1% | +67.6% | +63.7% |
| All | +84.7% | +17.9% | +66.7% | +63.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling