+59.5%
MSFT vs SW
+42.5%
+17.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.1% | +2.6% | +6.4% |
| 7D | +4.7% | +12.1% | -7.4% | +3.8% |
| 30D | +5.8% | +6.6% | -0.7% | +5.3% |
| 3M | +13.0% | -6.0% | +19.0% | +13.4% |
| 6M | +34.9% | +21.5% | +13.4% | +32.4% |
| YTD | +15.7% | +20.3% | -4.7% | +13.2% |
| 1Y | +9.0% | +28.1% | -19.2% | +6.0% |
| All | +59.5% | +42.5% | +17.0% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling