+145.1%
MS vs WEC
+31.0%
+114.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +1.4% | -0.3% | +1.6% | +1.4% |
| 30D | -0.3% | -1.3% | +1.0% | 0.0% |
| 3M | +0.3% | -3.9% | +4.2% | +1.0% |
| 6M | +31.3% | -8.3% | +39.6% | +33.7% |
| YTD | +24.7% | +3.1% | +21.6% | +22.5% |
| 1Y | +47.9% | +1.9% | +46.0% | +45.6% |
| 3Y | +178.3% | +41.9% | +136.4% | +145.3% |
| All | +145.1% | +31.0% | +114.1% | +113.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling