+9,474.5%
WDC vs MS
+5,088.7%
+4,385.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -28.0% | -1.6% | -26.4% | -27.3% |
| 30D | -34.9% | -3.8% | -31.2% | -33.6% |
| 3M | -41.6% | -14.6% | -27.0% | -37.4% |
| 6M | -45.4% | -5.1% | -40.3% | -43.6% |
| YTD | +53.3% | +4.5% | +48.8% | +52.4% |
| 1Y | +61.5% | +13.5% | +48.0% | +55.4% |
| 3Y | +712.3% | +160.4% | +551.9% | +454.6% |
| 5Y | +524.2% | +112.9% | +411.4% | +362.9% |
| 10Y | +616.5% | +633.4% | -16.9% | +231.5% |
| All | +9,474.5% | +5,088.7% | +4,385.7% | +1,545.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling