+6,288.2%
MS vs WSM
+53,013.4%
-46,725.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.4% |
| 7D | +1.4% | -3.3% | +4.6% | +2.4% |
| 30D | -0.3% | -8.4% | +8.1% | +2.6% |
| 3M | +0.3% | +9.7% | -9.4% | -3.1% |
| 6M | +31.3% | +16.7% | +14.7% | +24.0% |
| YTD | +24.7% | +28.7% | -4.0% | +14.0% |
| 1Y | +47.9% | +13.7% | +34.3% | +40.2% |
| 3Y | +178.3% | +230.1% | -51.8% | +75.1% |
| 5Y | +144.9% | +179.0% | -34.1% | +54.6% |
| 10Y | +804.5% | +1,002.5% | -198.0% | +220.6% |
| All | +6,288.2% | +53,013.4% | -46,725.2% | +838.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling