+104.2%
WWD vs MSTZ
-99.1%
+203.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.6% | -8.0% | -1.2% |
| 7D | -2.9% | +24.8% | -27.7% | -2.1% |
| 30D | -6.6% | -59.2% | +52.6% | -8.6% |
| 3M | -9.3% | -56.9% | +47.5% | -10.4% |
| 6M | -13.6% | -57.6% | +44.0% | -13.8% |
| YTD | +10.4% | -73.6% | +83.9% | +10.1% |
| 1Y | +39.9% | -15.6% | +55.4% | +48.3% |
| All | +104.2% | -99.1% | +203.3% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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