+160.4%
MS vs WSM
+245.0%
-84.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | -0.1% |
| 7D | -1.6% | +0.5% | -2.1% | -1.6% |
| 30D | -3.8% | +6.0% | -9.8% | -5.2% |
| 3M | -14.6% | +3.2% | -17.8% | -15.4% |
| 6M | -5.1% | +37.1% | -42.2% | -12.9% |
| YTD | +4.5% | +44.2% | -39.7% | -5.1% |
| 1Y | +13.5% | +34.2% | -20.7% | +4.7% |
| 3Y | +160.4% | +249.3% | -88.9% | +74.1% |
| All | +160.4% | +245.0% | -84.6% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling