+9.0%
MSFT vs WAB
+46.5%
-37.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.1% | +5.6% | +6.9% |
| 7D | +4.7% | +4.5% | +0.1% | +5.6% |
| 30D | +5.8% | +1.1% | +4.8% | +5.9% |
| 3M | +13.0% | -1.3% | +14.3% | +12.5% |
| 6M | +34.9% | +12.7% | +22.2% | +39.4% |
| YTD | +15.7% | +38.7% | -23.0% | +21.0% |
| 1Y | +9.0% | +44.9% | -36.0% | +13.0% |
| All | +9.0% | +46.5% | -37.6% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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