+67.9%
MSFT vs WAB
+223.7%
-155.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.8% |
| 7D | +2.3% | +4.0% | -1.7% | +1.0% |
| 30D | -0.4% | +6.3% | -6.7% | -2.4% |
| 3M | +5.6% | +3.3% | +2.3% | +4.3% |
| 6M | +29.0% | +14.5% | +14.5% | +22.0% |
| YTD | +10.9% | +42.7% | -31.7% | -5.3% |
| 1Y | +6.2% | +45.2% | -39.0% | -10.3% |
| 3Y | +47.6% | +173.8% | -126.2% | -10.4% |
| 5Y | +67.9% | +223.8% | -155.8% | -9.7% |
| All | +67.9% | +223.7% | -155.7% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling