+567.0%
WDC vs MS
+123.3%
+443.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.8% | -5.8% | -5.6% |
| 7D | +12.1% | +5.1% | +7.0% | +8.1% |
| 30D | -18.8% | +5.7% | -24.5% | -21.5% |
| 3M | -39.3% | -12.2% | -27.1% | -32.9% |
| 6M | -40.1% | -0.5% | -39.6% | -38.7% |
| YTD | +71.8% | +9.8% | +62.0% | +63.7% |
| 1Y | +88.5% | +17.7% | +70.7% | +71.2% |
| 3Y | +770.0% | +176.8% | +593.2% | +331.0% |
| All | +567.0% | +123.3% | +443.7% | +260.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling