+794.2%
MS vs WCN
+239.1%
+555.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.1% |
| 7D | +2.5% | -0.4% | +2.9% | +2.7% |
| 30D | 0.0% | -2.1% | +2.1% | +1.1% |
| 3M | +2.4% | +6.4% | -3.9% | -2.2% |
| 6M | +36.4% | -3.7% | +40.1% | +37.0% |
| YTD | +23.8% | -6.4% | +30.2% | +26.2% |
| 1Y | +48.6% | -7.9% | +56.6% | +52.5% |
| 3Y | +179.1% | +20.8% | +158.3% | +133.6% |
| 5Y | +144.8% | +29.0% | +115.8% | +90.8% |
| 10Y | +794.2% | +236.4% | +557.8% | +319.9% |
| All | +794.2% | +239.1% | +555.1% | +319.9% |
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