+578.8%
MS vs WWD
+494.7%
+84.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.9% | -1.8% | +0.8% |
| 7D | +0.7% | +4.2% | -3.4% | -1.3% |
| 30D | -0.9% | -0.8% | -0.2% | -0.9% |
| 3M | -13.0% | -8.2% | -4.8% | -9.8% |
| 6M | -2.0% | -9.8% | +7.9% | +1.6% |
| YTD | +7.8% | +10.4% | -2.6% | -0.4% |
| 1Y | +17.9% | +25.5% | -7.6% | +1.4% |
| 3Y | +174.8% | +155.8% | +19.0% | +58.5% |
| 5Y | +119.9% | +187.3% | -67.5% | +15.2% |
| 10Y | +578.8% | +462.7% | +116.1% | +137.0% |
| All | +578.8% | +494.7% | +84.2% | +137.0% |
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