+1,202.7%
MSI vs WWD
+14,867.0%
-13,664.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +7.4% | +0.4% | +7.0% | +7.1% |
| 30D | +18.7% | -0.4% | +19.1% | +18.4% |
| 3M | +14.5% | -6.1% | +20.5% | +15.8% |
| 6M | +38.1% | -9.5% | +47.6% | +40.3% |
| YTD | +38.7% | +10.8% | +27.9% | +31.3% |
| 1Y | +35.4% | +23.5% | +11.9% | +23.4% |
| 3Y | +75.1% | +151.3% | -76.2% | +25.8% |
| 5Y | +126.4% | +187.8% | -61.4% | +53.2% |
| 10Y | +671.4% | +461.1% | +210.3% | +299.2% |
| All | +1,202.7% | +14,867.0% | -13,664.2% | +205.6% |
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