+363.9%
MS vs WU
-20.2%
+384.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | +0.8% |
| 7D | -1.6% | +11.7% | -13.2% | -9.0% |
| 30D | -3.8% | +12.6% | -16.4% | -11.9% |
| 3M | -14.6% | -0.5% | -14.1% | -15.7% |
| 6M | -5.1% | -18.2% | +13.1% | +2.9% |
| YTD | +4.5% | -19.0% | +23.5% | +12.5% |
| 1Y | +13.5% | -16.7% | +30.2% | +19.2% |
| 3Y | +160.4% | -21.0% | +181.4% | +167.9% |
| 5Y | +112.9% | -41.7% | +154.5% | +157.0% |
| 10Y | +633.4% | -35.0% | +668.4% | +647.7% |
| All | +363.9% | -20.2% | +384.1% | +262.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling