+127.7%
MS vs WM
+61.7%
+66.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +3.9% |
| 7D | +2.6% | +5.9% | -3.3% | +1.6% |
| 30D | +2.6% | +15.4% | -12.8% | -0.3% |
| 3M | -10.1% | +6.3% | -16.4% | -11.2% |
| 6M | +4.4% | +5.6% | -1.2% | +2.8% |
| YTD | +11.7% | +9.9% | +1.8% | +8.1% |
| 1Y | +20.9% | +20.8% | +0.1% | +13.3% |
| 3Y | +177.1% | +48.5% | +128.6% | +135.2% |
| 5Y | +127.7% | +60.6% | +67.2% | +86.2% |
| All | +127.7% | +61.7% | +66.1% | +86.2% |
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