+6,288.2%
MS vs WM
+2,634.8%
+3,653.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.9% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | -0.3% | -2.4% | +2.1% | +0.8% |
| 3M | +0.3% | +0.4% | -0.1% | -0.8% |
| 6M | +31.3% | -9.5% | +40.8% | +36.1% |
| YTD | +24.7% | +0.5% | +24.2% | +22.1% |
| 1Y | +47.9% | -1.1% | +49.0% | +45.4% |
| 3Y | +178.3% | +46.0% | +132.3% | +119.8% |
| 5Y | +144.9% | +51.8% | +93.1% | +87.2% |
| 10Y | +804.5% | +307.5% | +497.0% | +324.8% |
| All | +6,288.2% | +2,634.8% | +3,653.4% | +1,599.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling