+145.1%
MS vs WAB
+222.7%
-77.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | -0.2% |
| 7D | +1.4% | -3.2% | +4.6% | +3.3% |
| 30D | -0.3% | -4.4% | +4.2% | +2.4% |
| 3M | +0.3% | +7.9% | -7.6% | -5.0% |
| 6M | +31.3% | +8.7% | +22.6% | +23.2% |
| YTD | +24.7% | +33.0% | -8.3% | +2.6% |
| 1Y | +47.9% | +46.7% | +1.3% | +14.0% |
| 3Y | +178.3% | +153.0% | +25.3% | +50.4% |
| All | +145.1% | +222.7% | -77.7% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling