+51.2%
MSFT vs WAB
+168.6%
-117.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.2% |
| 7D | -1.4% | +1.7% | -3.1% | -1.7% |
| 30D | -1.0% | -2.4% | +1.4% | -0.6% |
| 3M | +20.2% | +9.7% | +10.5% | +17.4% |
| 6M | +21.3% | +16.5% | +4.8% | +15.5% |
| YTD | +2.8% | +33.7% | -30.9% | -6.9% |
| 1Y | 0.0% | +49.7% | -49.7% | -13.6% |
| 3Y | +51.2% | +170.9% | -119.7% | +5.8% |
| All | +51.2% | +168.6% | -117.3% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling