+868.6%
MSFT vs W
+146.2%
+722.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | -1.4% | +6.5% | -7.9% | -2.3% |
| 30D | -1.0% | -6.2% | +5.2% | -0.2% |
| 3M | +20.2% | +48.9% | -28.7% | +12.0% |
| 6M | +21.3% | +31.2% | -9.9% | +14.5% |
| YTD | +2.8% | -0.4% | +3.2% | +0.3% |
| 1Y | 0.0% | +14.8% | -14.9% | -5.3% |
| 3Y | +51.2% | +40.5% | +10.7% | +29.7% |
| 5Y | +71.4% | -62.1% | +133.6% | +60.8% |
| 10Y | +868.6% | +141.5% | +727.1% | +522.2% |
| All | +868.6% | +146.2% | +722.4% | +522.2% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling