+770.0%
WDC vs MS
+177.9%
+592.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.8% | -5.8% | -5.6% |
| 7D | +12.1% | +5.1% | +7.0% | +7.9% |
| 30D | -18.8% | +5.7% | -24.5% | -21.5% |
| 3M | -39.3% | -12.2% | -27.1% | -32.7% |
| 6M | -40.1% | -0.5% | -39.6% | -38.4% |
| YTD | +71.8% | +9.8% | +62.0% | +64.6% |
| 1Y | +88.5% | +17.7% | +70.7% | +72.5% |
| 3Y | +770.0% | +176.8% | +593.2% | +431.5% |
| All | +770.0% | +177.9% | +592.1% | +431.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling