+3,407.1%
MS vs WAB
+4,027.3%
-620.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.6% | -0.4% | -3.2% |
| 7D | -3.4% | -2.5% | -0.9% | -2.2% |
| 30D | -3.9% | -4.4% | +0.4% | -1.8% |
| 3M | -15.9% | -5.9% | -10.0% | -13.5% |
| 6M | -2.5% | +5.9% | -8.4% | -5.8% |
| YTD | +5.1% | +30.9% | -25.8% | -8.8% |
| 1Y | +13.0% | +35.8% | -22.8% | -3.7% |
| 3Y | +160.7% | +154.0% | +6.7% | +63.3% |
| 5Y | +114.0% | +203.9% | -89.8% | +22.0% |
| 10Y | +637.5% | +286.7% | +350.7% | +252.2% |
| All | +3,407.1% | +4,027.3% | -620.2% | +687.7% |
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