+607.1%
MS vs WWD
+461.1%
+146.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.4% | -4.0% | -2.2% |
| 7D | -1.6% | +4.2% | -5.7% | -3.6% |
| 30D | -3.8% | -2.1% | -1.6% | -3.1% |
| 3M | -14.6% | -13.2% | -1.4% | -9.1% |
| 6M | -5.1% | -16.9% | +11.8% | +2.4% |
| YTD | +4.5% | +5.2% | -0.7% | -1.2% |
| 1Y | +13.5% | +20.6% | -7.0% | -0.6% |
| 3Y | +160.4% | +146.3% | +14.1% | +52.5% |
| 5Y | +112.9% | +171.3% | -58.5% | +14.4% |
| All | +607.1% | +461.1% | +146.0% | +127.4% |
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