+112.4%
MS vs WY
-34.0%
+146.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.7% |
| 7D | -1.6% | +3.1% | -4.6% | -2.9% |
| 30D | -3.8% | +13.0% | -16.8% | -9.0% |
| 3M | -14.6% | -16.8% | +2.2% | -7.8% |
| 6M | -5.1% | -11.2% | +6.1% | -1.3% |
| YTD | +4.5% | -9.1% | +13.6% | +6.5% |
| 1Y | +13.5% | -4.8% | +18.3% | +12.7% |
| 3Y | +160.4% | -25.3% | +185.7% | +187.0% |
| All | +112.4% | -34.0% | +146.4% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 5y: compounded portfolio wealth divided by compounded WY 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…
5y analysis · Full analysis span regression · 6 months rolling