+3.2%
MSFT vs W
-0.9%
+4.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +2.9% | +0.7% |
| 7D | -2.4% | -1.7% | -0.7% | -2.2% |
| 30D | -3.8% | +3.2% | -7.0% | -4.1% |
| 3M | +6.4% | +8.3% | -1.9% | +5.4% |
| 6M | +28.8% | +84.3% | -55.5% | +19.0% |
| YTD | +8.8% | +11.0% | -2.2% | +4.4% |
| 1Y | +3.2% | -0.2% | +3.4% | -0.5% |
| All | +3.2% | -0.9% | +4.0% | -0.5% |
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