+607.1%
MS vs WEC
+176.2%
+430.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | +0.1% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | -3.8% | +12.3% | -16.1% | -7.3% |
| 3M | -14.6% | +8.3% | -22.9% | -16.8% |
| 6M | -5.1% | +3.5% | -8.5% | -6.5% |
| YTD | +4.5% | +12.7% | -8.2% | -0.2% |
| 1Y | +13.5% | +8.2% | +5.4% | +9.8% |
| 3Y | +160.4% | +55.9% | +104.5% | +120.2% |
| 5Y | +112.9% | +51.2% | +61.6% | +79.9% |
| All | +607.1% | +176.2% | +430.9% | +608.3% |
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