+114.0%
MS vs WM
+62.1%
+52.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.2% | -7.1% | -6.1% |
| 7D | -3.4% | +4.5% | -7.9% | -4.1% |
| 30D | -3.9% | +16.1% | -20.0% | -6.7% |
| 3M | -15.9% | +8.0% | -23.9% | -17.2% |
| 6M | -2.5% | +8.4% | -10.9% | -4.5% |
| YTD | +5.1% | +11.2% | -6.1% | +1.5% |
| 1Y | +13.0% | +22.3% | -9.4% | +5.6% |
| 3Y | +160.7% | +50.2% | +110.4% | +120.8% |
| 5Y | +114.0% | +63.3% | +50.7% | +74.0% |
| All | +114.0% | +62.1% | +52.0% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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