-13.5%
MSFU vs WCN
+16.5%
-30.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.6% | -5.3% | -4.7% |
| 7D | -12.7% | +0.4% | -13.1% | -12.6% |
| 30D | -9.0% | +25.3% | -34.3% | -6.4% |
| 3M | +2.9% | +15.4% | -12.5% | +4.9% |
| 6M | +43.5% | +27.8% | +15.7% | +45.6% |
| YTD | -2.4% | +10.6% | -13.0% | -0.7% |
| 1Y | -13.5% | +15.8% | -29.3% | -10.4% |
| All | -13.5% | +16.5% | -30.0% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling