+2,837.4%
WM vs MCO
+7,698.6%
-4,861.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.7% |
| 7D | -0.3% | -4.2% | +3.9% | +0.8% |
| 30D | -2.4% | +2.2% | -4.6% | -3.0% |
| 3M | +0.4% | +10.1% | -9.7% | -2.2% |
| 6M | -9.5% | +5.3% | -14.7% | -11.0% |
| YTD | +0.5% | -2.7% | +3.2% | +0.4% |
| 1Y | -1.1% | -0.4% | -0.7% | -2.0% |
| 3Y | +46.0% | +49.0% | -3.0% | +28.7% |
| 5Y | +51.8% | +33.6% | +18.2% | +35.5% |
| 10Y | +307.5% | +395.3% | -87.8% | +157.4% |
| All | +2,837.4% | +7,698.6% | -4,861.2% | +681.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling