+4,059.9%
MS vs WAB
+4,092.2%
-32.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | -0.1% |
| 7D | +1.4% | -3.2% | +4.6% | +3.0% |
| 30D | -0.3% | -4.4% | +4.2% | +1.9% |
| 3M | +0.3% | +7.9% | -7.6% | -3.9% |
| 6M | +31.3% | +8.7% | +22.6% | +25.0% |
| YTD | +24.7% | +33.0% | -8.3% | +7.4% |
| 1Y | +47.9% | +46.7% | +1.3% | +21.3% |
| 3Y | +178.3% | +153.0% | +25.3% | +74.7% |
| 5Y | +144.9% | +222.3% | -77.4% | +35.7% |
| 10Y | +804.5% | +291.0% | +513.6% | +329.2% |
| All | +4,059.9% | +4,092.2% | -32.3% | +827.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling