+139,698.9%
MSFT vs GWW
+16,483.6%
+123,215.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | -2.4% | +3.7% | -6.1% | -3.7% |
| 30D | -3.8% | +13.6% | -17.4% | -8.1% |
| 3M | +6.4% | +15.4% | -8.9% | +0.9% |
| 6M | +28.8% | +21.8% | +7.0% | +19.1% |
| YTD | +8.8% | +50.0% | -41.2% | -7.5% |
| 1Y | +3.2% | +60.2% | -57.1% | -14.6% |
| 3Y | +44.8% | +94.4% | -49.6% | +9.8% |
| 5Y | +61.8% | +221.8% | -160.0% | +0.2% |
| 10Y | +897.9% | +665.8% | +232.2% | +325.2% |
| All | +139,698.9% | +16,483.6% | +123,215.3% | +18,599.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling