-19.6%
MSFU vs WWD
+41.9%
-61.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.2% | -3.9% |
| 7D | -5.7% | +1.3% | -7.0% | -5.4% |
| 30D | +4.2% | -7.2% | +11.3% | +2.3% |
| 3M | +27.9% | -3.8% | +31.7% | +25.2% |
| 6M | +37.1% | -9.9% | +47.0% | +33.5% |
| YTD | -7.4% | +14.8% | -22.2% | -11.4% |
| 1Y | -19.6% | +42.1% | -61.7% | -25.2% |
| All | -19.6% | +41.9% | -61.5% | -25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling