+176.8%
MS vs WEC
+64.2%
+112.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | +5.1% | +2.3% | +2.8% | +4.8% |
| 30D | +5.7% | +11.1% | -5.4% | +4.4% |
| 3M | -12.2% | +8.4% | -20.6% | -13.0% |
| 6M | -0.5% | +7.5% | -8.0% | -1.6% |
| YTD | +9.8% | +15.3% | -5.5% | +6.5% |
| 1Y | +17.7% | +9.7% | +8.0% | +15.5% |
| 3Y | +176.8% | +64.7% | +112.2% | +139.4% |
| All | +176.8% | +64.2% | +112.6% | +139.4% |
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 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