+31.3%
MS vs WM
-8.7%
+40.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | -0.4% |
| 7D | +1.4% | -0.3% | +1.7% | +1.2% |
| 30D | -0.3% | -2.4% | +2.1% | -1.5% |
| 3M | +0.3% | +0.4% | -0.1% | +0.8% |
| 6M | +31.3% | -9.5% | +40.8% | +27.5% |
| All | +31.3% | -8.7% | +40.0% | +27.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling