+583.2%
WDC vs MS
+123.4%
+459.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.1% |
| 7D | +16.3% | +3.7% | +12.6% | +13.3% |
| 30D | -18.3% | +2.0% | -20.2% | -18.7% |
| 3M | -31.4% | -12.6% | -18.9% | -23.9% |
| 6M | -36.3% | -0.3% | -36.0% | -34.8% |
| YTD | +80.8% | +9.0% | +71.9% | +73.4% |
| 1Y | +87.7% | +13.9% | +73.8% | +74.8% |
| 3Y | +819.4% | +173.6% | +645.8% | +359.9% |
| 5Y | +583.2% | +122.0% | +461.2% | +270.1% |
| All | +583.2% | +123.4% | +459.8% | +270.1% |
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