+212.3%
MAS vs WWD
+439.4%
-227.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.5% |
| 7D | +3.0% | +4.0% | -1.0% | +1.6% |
| 30D | +22.4% | +0.4% | +22.0% | +21.8% |
| 3M | +14.5% | -7.9% | +22.4% | +17.3% |
| 6M | +27.1% | -10.6% | +37.8% | +31.4% |
| YTD | +35.8% | +9.4% | +26.4% | +29.4% |
| 1Y | +39.4% | +25.7% | +13.7% | +25.8% |
| 3Y | +60.3% | +148.5% | -88.3% | +8.8% |
| 5Y | +39.4% | +189.5% | -150.1% | -12.4% |
| All | +212.3% | +439.4% | -227.0% | +48.1% |
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