+637.7%
MS vs WTW
+1,174.9%
-537.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.8% |
| 7D | +1.4% | -2.6% | +4.0% | +3.2% |
| 30D | -0.3% | -1.0% | +0.7% | +0.2% |
| 3M | +0.3% | +29.9% | -29.6% | -18.0% |
| 6M | +31.3% | +10.7% | +20.6% | +18.5% |
| YTD | +24.7% | +2.6% | +22.1% | +17.1% |
| 1Y | +47.9% | +2.8% | +45.2% | +38.0% |
| 3Y | +178.3% | +67.3% | +111.1% | +75.6% |
| 5Y | +144.9% | +56.6% | +88.3% | +58.7% |
| 10Y | +804.5% | +204.1% | +600.5% | +233.3% |
| All | +637.7% | +1,174.9% | -537.2% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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