+607.1%
MS vs WAB
+287.6%
+319.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.4% | -1.6% |
| 7D | -1.6% | +1.4% | -3.0% | -2.3% |
| 30D | -3.8% | +0.4% | -4.2% | -4.0% |
| 3M | -14.6% | -3.8% | -10.8% | -12.8% |
| 6M | -5.1% | +5.1% | -10.1% | -8.6% |
| YTD | +4.5% | +33.3% | -28.8% | -12.7% |
| 1Y | +13.5% | +39.8% | -26.3% | -7.9% |
| 3Y | +160.4% | +161.1% | -0.6% | +46.3% |
| 5Y | +112.9% | +209.5% | -96.6% | +7.1% |
| All | +607.1% | +287.6% | +319.5% | +157.0% |
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