+553.7%
MS vs WCC
+460.5%
+93.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | +0.8% | -9.9% | +10.7% | +4.5% |
| 30D | -0.7% | -13.4% | +12.7% | +4.3% |
| 3M | -12.4% | -13.5% | +1.1% | -8.4% |
| 6M | -1.7% | -10.6% | +8.9% | +0.4% |
| YTD | +8.0% | +30.1% | -22.0% | -6.7% |
| 1Y | +16.2% | +22.3% | -6.1% | +2.8% |
| 3Y | +171.3% | +130.3% | +41.0% | +72.1% |
| 5Y | +124.8% | +144.5% | -19.7% | +29.8% |
| 10Y | +553.7% | +431.8% | +121.8% | +125.5% |
| All | +553.7% | +460.5% | +93.1% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling