+176.8%
MS vs WCN
+52.1%
+124.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +5.1% | +2.6% | +2.5% | +4.7% |
| 30D | +5.7% | +23.9% | -18.3% | +2.4% |
| 3M | -12.2% | +17.4% | -29.6% | -14.1% |
| 6M | -0.5% | +28.0% | -28.5% | -5.2% |
| YTD | +9.8% | +11.6% | -1.7% | +8.9% |
| 1Y | +17.7% | +16.9% | +0.9% | +14.8% |
| 3Y | +176.8% | +51.6% | +125.2% | +141.5% |
| All | +176.8% | +52.1% | +124.7% | +141.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling