+345.7%
WM vs MSCI
+810.0%
-464.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.8% |
| 7D | +4.5% | +6.0% | -1.5% | +3.0% |
| 30D | +16.1% | +18.2% | -2.1% | +11.6% |
| 3M | +8.0% | +15.1% | -7.1% | +4.4% |
| 6M | +8.4% | +13.7% | -5.3% | +4.7% |
| YTD | +11.2% | +15.6% | -4.4% | +6.5% |
| 1Y | +22.3% | +16.3% | +6.0% | +17.0% |
| 3Y | +50.2% | +36.9% | +13.4% | +35.0% |
| 5Y | +63.3% | +6.3% | +57.0% | +53.3% |
| All | +345.7% | +810.0% | -464.3% | +141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling