+1,277.6%
MSFT vs W
+210.4%
+1,067.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -0.8% |
| 7D | +1.7% | -3.6% | +5.3% | +2.2% |
| 30D | +0.2% | +7.0% | -6.8% | -0.8% |
| 3M | +6.4% | +7.4% | -1.0% | +5.1% |
| 6M | +28.7% | +69.3% | -40.6% | +18.0% |
| YTD | +10.4% | +11.3% | -0.9% | +6.2% |
| 1Y | +7.6% | +13.2% | -5.6% | +3.0% |
| 3Y | +52.3% | +142.0% | -89.7% | +23.0% |
| 5Y | +64.5% | -54.6% | +119.1% | +50.0% |
| 10Y | +917.8% | +243.7% | +674.1% | +552.0% |
| All | +1,277.6% | +210.4% | +1,067.2% | +786.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling