+556.2%
MS vs WCC
+453.1%
+103.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +0.3% |
| 7D | -1.7% | +3.3% | -5.1% | -3.2% |
| 30D | +0.9% | -9.4% | +10.4% | +4.1% |
| 3M | -10.8% | -10.5% | -0.3% | -8.1% |
| 6M | +0.9% | -10.4% | +11.3% | +3.0% |
| YTD | +9.8% | +34.4% | -24.6% | -6.4% |
| 1Y | +17.1% | +27.7% | -10.6% | +1.8% |
| 3Y | +175.7% | +137.9% | +37.8% | +72.6% |
| 5Y | +125.9% | +147.0% | -21.2% | +30.1% |
| 10Y | +556.2% | +442.5% | +113.7% | +123.4% |
| All | +556.2% | +453.1% | +103.0% | +123.4% |
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