+9,614.2%
WDC vs MS
+5,117.3%
+4,496.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -5.9% | -11.4% | -14.8% |
| 7D | -32.3% | -3.4% | -28.9% | -31.1% |
| 30D | -34.9% | -3.9% | -31.0% | -33.5% |
| 3M | -48.4% | -15.9% | -32.5% | -44.4% |
| 6M | -42.4% | -2.5% | -40.0% | -41.2% |
| YTD | +55.5% | +5.1% | +50.4% | +54.3% |
| 1Y | +67.5% | +13.0% | +54.5% | +61.4% |
| 3Y | +727.3% | +160.7% | +566.6% | +464.5% |
| 5Y | +533.3% | +114.0% | +419.3% | +368.6% |
| 10Y | +627.0% | +637.5% | -10.5% | +235.5% |
| All | +9,614.2% | +5,117.3% | +4,496.9% | +1,565.3% |
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