+675.0%
MS vs WPM
+5,967.5%
-5,292.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.5% |
| 7D | +1.4% | +1.1% | +0.3% | +1.1% |
| 30D | -0.3% | +26.4% | -26.6% | -4.8% |
| 3M | +0.3% | +20.8% | -20.5% | -3.7% |
| 6M | +31.3% | +1.1% | +30.2% | +29.8% |
| YTD | +24.7% | +32.5% | -7.8% | +16.3% |
| 1Y | +47.9% | +51.5% | -3.6% | +34.1% |
| 3Y | +178.3% | +267.0% | -88.7% | +109.5% |
| 5Y | +144.9% | +250.1% | -105.2% | +82.5% |
| 10Y | +804.5% | +540.4% | +264.2% | +452.1% |
| All | +675.0% | +5,967.5% | -5,292.5% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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