+222.1%
MAS vs WWD
+442.6%
-220.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.0% | +2.5% | -1.3% |
| 7D | +4.6% | -2.6% | +7.1% | +5.4% |
| 30D | +19.9% | -7.7% | +27.6% | +22.9% |
| 3M | +8.9% | -17.7% | +26.6% | +16.2% |
| 6M | +20.2% | -15.9% | +36.1% | +27.0% |
| YTD | +33.9% | +1.8% | +32.1% | +31.0% |
| 1Y | +34.7% | +17.4% | +17.3% | +24.5% |
| 3Y | +60.4% | +137.1% | -76.7% | +10.7% |
| 5Y | +43.5% | +162.4% | -118.9% | -6.6% |
| All | +222.1% | +442.6% | -220.5% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling