+66.2%
MSFT vs SW
-1.6%
+67.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.5% |
| 7D | +1.1% | +4.7% | -3.6% | +0.7% |
| 30D | +1.3% | +5.0% | -3.7% | +0.8% |
| 3M | +10.2% | -7.3% | +17.5% | +10.7% |
| 6M | +30.8% | +15.0% | +15.8% | +28.8% |
| YTD | +11.5% | +18.5% | -7.0% | +9.2% |
| 1Y | +6.5% | +27.1% | -20.6% | +3.6% |
| 3Y | +55.5% | +49.3% | +6.1% | +47.7% |
| 5Y | +66.2% | -1.6% | +67.8% | +57.4% |
| All | +66.2% | -1.6% | +67.8% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling