+145.1%
MS vs WCN
+30.3%
+114.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.6% |
| 7D | +1.4% | -0.6% | +2.0% | +1.6% |
| 30D | -0.3% | +0.4% | -0.7% | -0.4% |
| 3M | +0.3% | +7.3% | -7.0% | -2.8% |
| 6M | +31.3% | -2.5% | +33.8% | +31.6% |
| YTD | +24.7% | -5.4% | +30.0% | +26.3% |
| 1Y | +47.9% | -8.5% | +56.4% | +51.7% |
| 3Y | +178.3% | +20.8% | +157.5% | +148.4% |
| All | +145.1% | +30.3% | +114.7% | +106.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling