-0.8%
MSFT vs GWW
+29.7%
-30.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.1% |
| 7D | -3.5% | -3.1% | -0.3% | -3.8% |
| 30D | -2.1% | -2.3% | +0.3% | -2.4% |
| 3M | +24.2% | -3.3% | +27.5% | +23.6% |
| 6M | +21.9% | +15.4% | +6.5% | +23.3% |
| YTD | +2.5% | +26.7% | -24.3% | +6.2% |
| 1Y | -0.8% | +29.0% | -29.7% | +3.9% |
| All | -0.8% | +29.7% | -30.4% | +3.9% |
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