+553.7%
MS vs WWD
+460.9%
+92.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.1% |
| 7D | +0.8% | +0.4% | +0.4% | +0.5% |
| 30D | -0.7% | -0.4% | -0.3% | -0.8% |
| 3M | -12.4% | -6.1% | -6.3% | -10.1% |
| 6M | -1.7% | -9.5% | +7.8% | +1.7% |
| YTD | +8.0% | +10.8% | -2.8% | -0.4% |
| 1Y | +16.2% | +23.5% | -7.3% | +0.8% |
| 3Y | +171.3% | +151.3% | +20.0% | +58.0% |
| 5Y | +124.8% | +187.8% | -63.1% | +17.8% |
| 10Y | +553.7% | +461.1% | +92.6% | +128.7% |
| All | +553.7% | +460.9% | +92.7% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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