+553.7%
MS vs WSM
+1,226.6%
-673.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.3% |
| 7D | +0.8% | +3.1% | -2.3% | 0.0% |
| 30D | -0.7% | +8.5% | -9.2% | -3.0% |
| 3M | -12.4% | +4.6% | -17.0% | -13.7% |
| 6M | -1.7% | +44.5% | -46.3% | -12.2% |
| YTD | +8.0% | +48.4% | -40.4% | -4.3% |
| 1Y | +16.2% | +36.2% | -20.0% | +5.4% |
| 3Y | +171.3% | +268.8% | -97.5% | +74.8% |
| 5Y | +124.8% | +185.2% | -60.5% | +49.5% |
| 10Y | +553.7% | +1,175.8% | -622.2% | +142.2% |
| All | +553.7% | +1,226.6% | -673.0% | +142.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling