+607.1%
MS vs WSM
+1,223.7%
-616.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | 0.0% |
| 7D | -1.6% | +0.5% | -2.1% | -1.7% |
| 30D | -3.8% | +6.0% | -9.8% | -5.4% |
| 3M | -14.6% | +3.2% | -17.8% | -15.5% |
| 6M | -5.1% | +37.1% | -42.2% | -14.0% |
| YTD | +4.5% | +44.2% | -39.7% | -6.7% |
| 1Y | +13.5% | +34.2% | -20.7% | +3.3% |
| 3Y | +160.4% | +249.3% | -88.9% | +69.9% |
| 5Y | +112.9% | +169.3% | -56.4% | +43.6% |
| All | +607.1% | +1,223.7% | -616.6% | +142.3% |
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