+417.4%
WDC vs MXL
+316.6%
+100.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.5% | +0.3% | +4.5% |
| 7D | +1.7% | +1.6% | +0.1% | +1.3% |
| 30D | -10.0% | -7.0% | -3.0% | -8.8% |
| 3M | -18.8% | -33.4% | +14.7% | -12.3% |
| 6M | +79.0% | +260.2% | -181.1% | +15.6% |
| YTD | +171.6% | +260.0% | -88.4% | +77.4% |
| 1Y | +417.4% | +303.5% | +113.9% | +217.5% |
| All | +417.4% | +316.6% | +100.8% | +217.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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