+5.7%
MSFT vs W
+3.9%
+1.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -0.8% |
| 7D | +1.7% | -3.6% | +5.3% | +2.1% |
| 30D | +0.2% | +7.0% | -6.8% | -0.5% |
| 3M | +6.4% | +7.4% | -1.0% | +5.4% |
| 6M | +28.7% | +69.3% | -40.6% | +20.4% |
| YTD | +10.4% | +11.3% | -0.9% | +6.0% |
| All | +5.7% | +3.9% | +1.8% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling