+2,588.3%
MSFT vs SW
+743.1%
+1,845.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.1% | +2.6% | +6.5% |
| 7D | +4.7% | +12.1% | -7.4% | +4.2% |
| 30D | +5.8% | +6.6% | -0.7% | +5.6% |
| 3M | +13.0% | -6.0% | +19.0% | +13.2% |
| 6M | +34.9% | +21.5% | +13.4% | +33.7% |
| YTD | +15.7% | +20.3% | -4.7% | +14.5% |
| 1Y | +9.0% | +28.1% | -19.2% | +7.6% |
| 3Y | +61.2% | +51.6% | +9.6% | +57.8% |
| 5Y | +72.1% | -0.1% | +72.3% | +69.0% |
| 10Y | +966.1% | +189.7% | +776.4% | +928.0% |
| All | +2,588.3% | +743.1% | +1,845.3% | +2,425.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling