+17,845.4%
WDC vs MSI
+4,035.2%
+13,810.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.9% | +6.7% | +6.2% |
| 7D | +1.7% | -3.7% | +5.4% | +3.3% |
| 30D | -10.0% | +6.8% | -16.8% | -13.3% |
| 3M | -18.8% | +14.3% | -33.1% | -24.5% |
| 6M | +79.0% | -1.6% | +80.6% | +76.2% |
| YTD | +171.6% | +22.8% | +148.8% | +143.1% |
| 1Y | +417.4% | -1.1% | +418.5% | +402.5% |
| 3Y | +1,251.8% | +70.5% | +1,181.3% | +936.5% |
| 5Y | +911.7% | +102.8% | +808.9% | +617.5% |
| 10Y | +1,399.6% | +597.4% | +802.2% | +539.9% |
| All | +17,845.4% | +4,035.2% | +13,810.2% | +1,722.1% |
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