+3,262.1%
MRSH vs WEC
+3,986.5%
-724.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | -5.9% | +0.4% | -6.3% | -6.0% |
| 30D | -7.3% | +0.9% | -8.2% | -7.7% |
| 3M | +7.4% | -5.3% | +12.8% | +9.6% |
| 6M | -0.7% | -6.6% | +5.9% | +1.7% |
| YTD | -3.2% | +3.3% | -6.4% | -4.8% |
| 1Y | -10.6% | +2.1% | -12.7% | -11.7% |
| 3Y | -4.6% | +39.6% | -44.1% | -17.3% |
| 5Y | +19.3% | +31.2% | -11.9% | +5.0% |
| 10Y | +217.3% | +148.4% | +68.8% | +108.8% |
| All | +3,262.1% | +3,986.5% | -724.4% | +734.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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