+556.2%
MS vs WSM
+1,181.2%
-625.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -1.7% | -3.0% | +1.2% | -0.8% |
| 30D | +0.9% | +10.1% | -9.1% | -1.9% |
| 3M | -10.8% | +4.9% | -15.7% | -12.2% |
| 6M | +0.9% | +49.8% | -48.9% | -10.8% |
| YTD | +9.8% | +48.7% | -38.9% | -2.8% |
| 1Y | +17.1% | +38.7% | -21.7% | +5.6% |
| 3Y | +175.7% | +269.5% | -93.8% | +77.5% |
| 5Y | +125.9% | +179.0% | -53.1% | +51.2% |
| 10Y | +556.2% | +1,162.3% | -606.1% | +141.6% |
| All | +556.2% | +1,181.2% | -625.0% | +141.6% |
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