+171.3%
MS vs WAB
+175.0%
-3.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.5% | -0.8% |
| 7D | +0.8% | +4.0% | -3.2% | -1.4% |
| 30D | -0.7% | +6.3% | -7.0% | -4.1% |
| 3M | -12.4% | +3.3% | -15.6% | -14.1% |
| 6M | -1.7% | +14.5% | -16.2% | -9.9% |
| YTD | +8.0% | +42.7% | -34.6% | -14.5% |
| 1Y | +16.2% | +45.2% | -29.0% | -9.2% |
| 3Y | +171.3% | +173.8% | -2.5% | +40.1% |
| All | +171.3% | +175.0% | -3.7% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling