+621.1%
MS vs WCC
+1,380.5%
-759.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -9.6% | +3.6% | -2.1% |
| 7D | -3.4% | -21.9% | +18.5% | +6.0% |
| 30D | -3.9% | -25.4% | +21.5% | +7.1% |
| 3M | -15.9% | -23.1% | +7.2% | -7.8% |
| 6M | -2.5% | -18.1% | +15.6% | +3.2% |
| YTD | +5.1% | +17.7% | -12.6% | -4.9% |
| 1Y | +13.0% | +12.4% | +0.6% | +4.0% |
| 3Y | +160.7% | +105.9% | +54.8% | +76.8% |
| 5Y | +114.0% | +116.8% | -2.8% | +34.3% |
| 10Y | +637.5% | +456.1% | +181.4% | +180.7% |
| All | +621.1% | +1,380.5% | -759.4% | +60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling