+5,016.6%
MS vs WWD
+13,645.4%
-8,628.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.0% | 0.0% | -3.1% |
| 7D | -3.4% | -2.6% | -0.8% | -2.3% |
| 30D | -3.9% | -7.7% | +3.8% | -0.5% |
| 3M | -15.9% | -17.7% | +1.8% | -8.2% |
| 6M | -2.5% | -15.9% | +13.4% | +4.5% |
| YTD | +5.1% | +1.8% | +3.3% | +1.4% |
| 1Y | +13.0% | +17.4% | -4.5% | +1.0% |
| 3Y | +160.7% | +137.1% | +23.6% | +61.4% |
| 5Y | +114.0% | +162.4% | -48.4% | +22.5% |
| 10Y | +637.5% | +452.5% | +185.0% | +175.6% |
| All | +5,016.6% | +13,645.4% | -8,628.9% | +790.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling