+578.8%
MS vs WEC
+178.6%
+400.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.8% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | -0.9% | +12.9% | -13.9% | -4.8% |
| 3M | -13.0% | +9.8% | -22.8% | -15.6% |
| 6M | -2.0% | +6.7% | -8.7% | -4.4% |
| YTD | +7.8% | +14.0% | -6.2% | +2.4% |
| 1Y | +17.9% | +7.3% | +10.5% | +14.2% |
| 3Y | +174.8% | +63.8% | +111.0% | +127.5% |
| 5Y | +119.9% | +54.8% | +65.1% | +83.6% |
| 10Y | +578.8% | +185.7% | +393.1% | +552.4% |
| All | +578.8% | +178.6% | +400.2% | +552.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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