+53.3%
MSFT vs SW
+19.6%
+33.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.1% |
| 7D | -2.7% | -5.1% | +2.4% | -2.4% |
| 30D | +2.7% | -4.6% | +7.3% | +3.0% |
| 3M | +17.0% | +9.4% | +7.6% | +16.0% |
| 6M | +23.8% | +3.5% | +20.3% | +23.1% |
| YTD | +4.0% | +22.0% | -18.1% | +1.8% |
| 1Y | -0.8% | +2.2% | -3.0% | -1.4% |
| All | +53.3% | +19.6% | +33.7% | +52.2% |
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