+72.3%
MSFT vs GWW
+221.1%
-148.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -1.0% | -0.5% | -0.6% | -0.9% |
| 30D | -2.7% | -1.4% | -1.2% | -2.3% |
| 3M | +22.1% | -3.6% | +25.7% | +23.1% |
| 6M | +20.6% | +15.1% | +5.5% | +13.9% |
| YTD | +2.3% | +27.5% | -25.2% | -7.5% |
| 1Y | -0.5% | +29.6% | -30.2% | -11.0% |
| 3Y | +50.5% | +90.1% | -39.5% | +10.7% |
| 5Y | +72.3% | +222.6% | -150.3% | -4.6% |
| All | +72.3% | +221.1% | -148.7% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling