+578.8%
MS vs WAB
+305.5%
+273.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.1% | -2.0% | +0.2% |
| 7D | +0.7% | +4.0% | -3.2% | -1.4% |
| 30D | -0.9% | +4.5% | -5.4% | -3.4% |
| 3M | -13.0% | +2.3% | -15.3% | -14.2% |
| 6M | -2.0% | +12.5% | -14.5% | -9.2% |
| YTD | +7.8% | +40.2% | -32.4% | -12.5% |
| 1Y | +17.9% | +45.2% | -27.4% | -6.3% |
| 3Y | +174.8% | +171.8% | +3.0% | +51.3% |
| 5Y | +119.9% | +217.6% | -97.7% | +9.3% |
| 10Y | +578.8% | +285.3% | +293.5% | +155.6% |
| All | +578.8% | +305.5% | +273.4% | +155.6% |
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