+1,554.7%
WDC vs MSCI
+3,095.4%
-1,540.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | -0.4% |
| 7D | -28.0% | +2.8% | -30.8% | -29.0% |
| 30D | -34.9% | +15.4% | -50.4% | -39.3% |
| 3M | -41.6% | +13.4% | -55.0% | -45.2% |
| 6M | -45.4% | +10.9% | -56.3% | -49.7% |
| YTD | +53.3% | +13.0% | +40.3% | +39.4% |
| 1Y | +61.5% | +12.0% | +49.5% | +47.3% |
| 3Y | +712.3% | +34.1% | +678.3% | +553.9% |
| 5Y | +524.2% | +3.9% | +520.3% | +455.2% |
| 10Y | +616.5% | +802.0% | -185.5% | +120.6% |
| All | +1,554.7% | +3,095.4% | -1,540.7% | +182.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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