+607.1%
MS vs WCC
+457.1%
+150.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.4% |
| 7D | -1.6% | -14.7% | +13.1% | +4.4% |
| 30D | -3.8% | -20.1% | +16.3% | +4.5% |
| 3M | -14.6% | -21.2% | +6.6% | -7.2% |
| 6M | -5.1% | -19.2% | +14.1% | +1.1% |
| YTD | +4.5% | +20.2% | -15.7% | -6.8% |
| 1Y | +13.5% | +14.5% | -0.9% | +3.2% |
| 3Y | +160.4% | +115.1% | +45.3% | +69.4% |
| 5Y | +112.9% | +121.5% | -8.6% | +27.8% |
| All | +607.1% | +457.1% | +150.0% | +122.9% |
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