+1,204.2%
MSI vs WWD
+14,812.3%
-13,608.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.9% | -2.3% | +1.2% |
| 7D | +8.3% | +4.2% | +4.2% | +6.8% |
| 30D | +18.9% | -0.8% | +19.6% | +18.6% |
| 3M | +13.2% | -8.2% | +21.4% | +15.3% |
| 6M | +38.3% | -9.8% | +48.1% | +40.6% |
| YTD | +38.9% | +10.4% | +28.5% | +31.6% |
| 1Y | +36.7% | +25.5% | +11.2% | +24.0% |
| 3Y | +76.6% | +155.8% | -79.2% | +26.2% |
| 5Y | +124.5% | +187.3% | -62.8% | +52.0% |
| 10Y | +674.5% | +462.7% | +211.8% | +300.5% |
| All | +1,204.2% | +14,812.3% | -13,608.1% | +206.2% |
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 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