+145.1%
MS vs WSM
+179.2%
-34.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.3% |
| 7D | +1.4% | -3.3% | +4.6% | +2.3% |
| 30D | -0.3% | -8.4% | +8.1% | +2.1% |
| 3M | +0.3% | +9.7% | -9.4% | -2.5% |
| 6M | +31.3% | +16.7% | +14.7% | +25.3% |
| YTD | +24.7% | +28.7% | -4.0% | +16.0% |
| 1Y | +47.9% | +13.7% | +34.3% | +41.6% |
| 3Y | +178.3% | +230.1% | -51.8% | +91.4% |
| All | +145.1% | +179.2% | -34.1% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling