+1,053.2%
MSI vs WWD
+15,408.5%
-14,355.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.2% |
| 7D | -3.7% | +1.3% | -5.0% | -4.1% |
| 30D | +6.8% | -7.2% | +14.0% | +9.0% |
| 3M | +14.3% | -3.8% | +18.1% | +14.7% |
| 6M | -1.6% | -9.9% | +8.3% | +0.1% |
| YTD | +22.8% | +14.8% | +8.0% | +15.6% |
| 1Y | -1.1% | +42.1% | -43.2% | -13.2% |
| 3Y | +70.5% | +170.8% | -100.3% | +20.4% |
| 5Y | +102.8% | +197.5% | -94.7% | +36.4% |
| 10Y | +597.4% | +477.8% | +119.6% | +259.4% |
| All | +1,053.2% | +15,408.5% | -14,355.3% | +169.1% |
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