+885.0%
MSFT vs WAB
+282.7%
+602.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | -1.0% | +0.2% | -1.3% | -1.1% |
| 30D | -2.7% | -4.6% | +1.9% | -1.5% |
| 3M | +22.1% | +5.6% | +16.5% | +19.5% |
| 6M | +20.6% | +13.8% | +6.8% | +14.8% |
| YTD | +2.3% | +31.9% | -29.5% | -7.1% |
| 1Y | -0.5% | +48.3% | -48.8% | -13.2% |
| 3Y | +50.5% | +167.1% | -116.6% | +9.1% |
| 5Y | +72.3% | +222.9% | -150.5% | +17.4% |
| 10Y | +885.0% | +289.9% | +595.1% | +477.7% |
| All | +885.0% | +282.7% | +602.3% | +477.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling