+171.3%
MS vs WU
-20.5%
+191.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -0.9% | 0.0% |
| 7D | +0.8% | +11.0% | -10.3% | -1.2% |
| 30D | -0.7% | +13.4% | -14.1% | -3.1% |
| 3M | -12.4% | +2.2% | -14.6% | -12.9% |
| 6M | -1.7% | -18.2% | +16.5% | +2.0% |
| YTD | +8.0% | -18.3% | +26.3% | +11.6% |
| 1Y | +16.2% | -12.2% | +28.4% | +17.3% |
| 3Y | +171.3% | -20.8% | +192.1% | +183.2% |
| All | +171.3% | -20.5% | +191.8% | +183.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling