+66.6%
WDC vs MS
+16.8%
+49.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.1% | +6.7% | +6.5% |
| 7D | -14.4% | +0.7% | -15.2% | -14.3% |
| 30D | -27.1% | -0.9% | -26.1% | -25.5% |
| 3M | -33.3% | -13.0% | -20.3% | -22.6% |
| 6M | -39.6% | -2.0% | -37.6% | -35.5% |
| YTD | +68.4% | +7.8% | +60.6% | +62.9% |
| All | +66.6% | +16.8% | +49.8% | +49.6% |
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