+114.0%
MS vs WEC
+56.3%
+57.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.2% | -6.1% | -6.0% |
| 7D | -3.4% | +3.2% | -6.6% | -4.1% |
| 30D | -3.9% | +14.7% | -18.6% | -7.0% |
| 3M | -15.9% | +10.2% | -26.2% | -17.9% |
| 6M | -2.5% | +4.5% | -7.0% | -3.8% |
| YTD | +5.1% | +15.1% | -10.0% | +0.5% |
| 1Y | +13.0% | +9.4% | +3.6% | +9.6% |
| 3Y | +160.7% | +56.9% | +103.8% | +123.1% |
| 5Y | +114.0% | +54.4% | +59.6% | +86.0% |
| All | +114.0% | +56.3% | +57.7% | +86.0% |
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