+59.7%
WM vs MSCI
+3.6%
+56.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.7% |
| 7D | +1.2% | +2.8% | -1.6% | +0.7% |
| 30D | +13.1% | +15.4% | -2.3% | +10.5% |
| 3M | +3.6% | +13.4% | -9.8% | +1.5% |
| 6M | +8.1% | +10.9% | -2.8% | +6.0% |
| YTD | +8.9% | +13.0% | -4.1% | +6.2% |
| 1Y | +20.3% | +12.0% | +8.3% | +17.5% |
| 3Y | +46.2% | +34.1% | +12.1% | +36.5% |
| All | +59.7% | +3.6% | +56.2% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling