+113.2%
WDC vs MSI
+28.6%
+84.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.2% | -8.0% | -6.3% |
| 7D | -18.3% | +2.8% | -21.1% | -17.5% |
| 30D | -26.7% | +9.1% | -35.8% | -24.3% |
| 3M | -40.9% | +12.5% | -53.5% | -38.1% |
| 6M | -26.8% | +14.2% | -41.0% | -21.8% |
| YTD | +88.2% | +30.7% | +57.5% | +93.0% |
| 1Y | +113.2% | +27.5% | +85.7% | +151.2% |
| All | +113.2% | +28.6% | +84.6% | +151.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling