+607.1%
MS vs WCN
+309.0%
+298.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | +0.2% |
| 7D | -1.6% | +2.9% | -4.5% | -3.0% |
| 30D | -3.8% | +22.1% | -25.9% | -14.2% |
| 3M | -14.6% | +13.2% | -27.8% | -20.7% |
| 6M | -5.1% | +23.7% | -28.8% | -17.1% |
| YTD | +4.5% | +8.7% | -4.2% | -2.3% |
| 1Y | +13.5% | +15.3% | -1.8% | +2.1% |
| 3Y | +160.4% | +46.0% | +114.4% | +94.5% |
| 5Y | +112.9% | +45.9% | +66.9% | +55.2% |
| All | +607.1% | +309.0% | +298.1% | +211.5% |
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