+556.2%
MS vs WAB
+282.9%
+273.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -1.7% | +3.1% | -4.9% | -3.4% |
| 30D | +0.9% | +6.4% | -5.5% | -2.6% |
| 3M | -10.8% | +2.2% | -13.0% | -12.1% |
| 6M | +0.9% | +13.7% | -12.8% | -7.1% |
| YTD | +9.8% | +43.0% | -33.2% | -11.9% |
| 1Y | +17.1% | +47.0% | -29.9% | -7.5% |
| 3Y | +175.7% | +174.4% | +1.3% | +51.1% |
| 5Y | +125.9% | +222.2% | -96.3% | +11.5% |
| 10Y | +556.2% | +276.9% | +279.3% | +148.5% |
| All | +556.2% | +282.9% | +273.3% | +148.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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