+1,067.0%
MS vs WCN
+6,839.3%
-5,772.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.7% |
| 7D | +1.4% | -0.6% | +2.0% | +1.6% |
| 30D | -0.3% | +0.4% | -0.7% | -0.5% |
| 3M | +0.3% | +7.3% | -7.0% | -3.2% |
| 6M | +31.3% | -2.5% | +33.8% | +31.1% |
| YTD | +24.7% | -5.4% | +30.0% | +25.8% |
| 1Y | +47.9% | -8.5% | +56.4% | +50.9% |
| 3Y | +178.3% | +20.8% | +157.5% | +151.5% |
| 5Y | +144.9% | +30.0% | +114.9% | +113.2% |
| 10Y | +804.5% | +238.4% | +566.1% | +447.8% |
| All | +1,067.0% | +6,839.3% | -5,772.3% | +255.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling