+7.6%
MSFT vs SW
+26.7%
-19.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -1.0% |
| 7D | +1.7% | +2.3% | -0.7% | +1.6% |
| 30D | +0.2% | +6.8% | -6.6% | +0.1% |
| 3M | +6.4% | -5.2% | +11.5% | +6.5% |
| 6M | +28.7% | +7.4% | +21.3% | +28.6% |
| YTD | +10.4% | +17.4% | -7.0% | +11.3% |
| 1Y | +7.6% | +27.1% | -19.5% | +10.3% |
| All | +7.6% | +26.7% | -19.1% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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