+52.1%
WM vs MCO
+31.5%
+20.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | 0.0% |
| 7D | -0.9% | -2.7% | +1.8% | -0.3% |
| 30D | -4.3% | +0.9% | -5.3% | -4.6% |
| 3M | +0.8% | +8.7% | -7.9% | -1.3% |
| 6M | -10.8% | +2.4% | -13.2% | -11.5% |
| YTD | -0.1% | -5.2% | +5.1% | +0.6% |
| 1Y | +1.0% | -4.4% | +5.4% | +1.3% |
| 3Y | +45.1% | +45.1% | 0.0% | +28.0% |
| 5Y | +52.1% | +31.5% | +20.6% | +35.6% |
| All | +52.1% | +31.5% | +20.6% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 5y: compounded portfolio wealth divided by compounded MCO 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…
5y analysis · Full analysis span regression · 6 months rolling