+11,005.7%
WDC vs MSI
+4,571.4%
+6,434.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -16.7% | +7.4% | -24.2% | -19.5% |
| 30D | -27.2% | +18.7% | -45.9% | -32.5% |
| 3M | -34.0% | +14.5% | -48.5% | -38.1% |
| 6M | -39.7% | +38.1% | -77.8% | -48.6% |
| YTD | +68.1% | +38.7% | +29.3% | +42.2% |
| 1Y | +66.3% | +35.4% | +30.9% | +42.1% |
| 3Y | +754.4% | +75.1% | +679.3% | +545.2% |
| 5Y | +595.8% | +126.4% | +469.4% | +369.6% |
| 10Y | +660.4% | +671.4% | -11.0% | +209.7% |
| All | +11,005.7% | +4,571.4% | +6,434.3% | +966.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling