+122.9%
MS vs WAB
+214.2%
-91.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.3% |
| 7D | +5.1% | +5.1% | 0.0% | +2.0% |
| 30D | +5.7% | +4.0% | +1.7% | +3.2% |
| 3M | -12.2% | +0.1% | -12.3% | -12.4% |
| 6M | -0.5% | +12.8% | -13.3% | -8.4% |
| YTD | +9.8% | +40.1% | -30.3% | -12.5% |
| 1Y | +17.7% | +46.4% | -28.6% | -8.9% |
| 3Y | +176.8% | +167.4% | +9.5% | +44.3% |
| All | +122.9% | +214.2% | -91.3% | +2.9% |
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