+401.9%
WDC vs MS
+50.1%
+351.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.3% | +5.6% | +5.6% |
| 7D | +1.7% | +1.4% | +0.4% | +0.3% |
| 30D | -10.0% | -0.3% | -9.7% | -9.6% |
| 3M | -18.8% | +0.3% | -19.0% | -18.0% |
| 6M | +79.0% | +31.3% | +47.7% | +46.4% |
| YTD | +171.6% | +24.7% | +146.9% | +131.2% |
| All | +401.9% | +50.1% | +351.7% | +303.6% |
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