+810.2%
MS vs WU
-40.5%
+850.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.7% |
| 7D | +1.4% | -0.8% | +2.2% | +1.7% |
| 30D | -0.3% | -1.1% | +0.8% | 0.0% |
| 3M | +0.3% | -3.9% | +4.2% | -0.4% |
| 6M | +31.3% | -20.7% | +52.0% | +42.0% |
| YTD | +24.7% | -18.4% | +43.0% | +32.4% |
| 1Y | +47.9% | -8.1% | +56.0% | +46.3% |
| 3Y | +178.3% | -24.2% | +202.5% | +194.2% |
| 5Y | +144.9% | -50.4% | +195.3% | +222.3% |
| All | +810.2% | -40.5% | +850.7% | +959.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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