+9.0%
MSFT vs GWW
+55.5%
-46.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +6.5% | +0.1% | +7.0% |
| 7D | +4.7% | +11.1% | -6.4% | +5.6% |
| 30D | +5.8% | +15.7% | -9.9% | +7.4% |
| 3M | +13.0% | +14.8% | -1.8% | +14.5% |
| 6M | +34.9% | +30.9% | +4.0% | +39.1% |
| YTD | +15.7% | +48.5% | -32.8% | +23.3% |
| 1Y | +9.0% | +57.1% | -48.2% | +17.9% |
| All | +9.0% | +55.5% | -46.5% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling