+171.3%
MS vs WEC
+62.9%
+108.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | +0.8% | +1.4% | -0.6% | +0.6% |
| 30D | -0.7% | +12.8% | -13.5% | -2.1% |
| 3M | -12.4% | +11.2% | -23.6% | -13.5% |
| 6M | -1.7% | +6.6% | -8.3% | -2.7% |
| YTD | +8.0% | +13.8% | -5.8% | +4.9% |
| 1Y | +16.2% | +7.6% | +8.6% | +14.4% |
| 3Y | +171.3% | +62.2% | +109.1% | +133.7% |
| All | +171.3% | +62.9% | +108.4% | +133.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling