+578.8%
MS vs WCN
+302.6%
+276.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +2.9% |
| 7D | +0.7% | +1.2% | -0.4% | +0.1% |
| 30D | -0.9% | +24.6% | -25.5% | -12.6% |
| 3M | -13.0% | +14.2% | -27.2% | -19.5% |
| 6M | -2.0% | +25.7% | -27.7% | -15.2% |
| YTD | +7.8% | +9.3% | -1.5% | +0.5% |
| 1Y | +17.9% | +15.3% | +2.5% | +6.0% |
| 3Y | +174.8% | +48.6% | +126.2% | +103.0% |
| 5Y | +119.9% | +46.9% | +72.9% | +59.7% |
| 10Y | +578.8% | +298.1% | +280.7% | +199.8% |
| All | +578.8% | +302.6% | +276.2% | +199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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