+71.4%
MSFT vs WAB
+231.1%
-159.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.3% |
| 7D | -1.4% | +1.7% | -3.1% | -1.9% |
| 30D | -1.0% | -2.4% | +1.4% | -0.3% |
| 3M | +20.2% | +9.7% | +10.5% | +15.6% |
| 6M | +21.3% | +16.5% | +4.8% | +12.9% |
| YTD | +2.8% | +33.7% | -30.9% | -10.1% |
| 1Y | 0.0% | +49.7% | -49.7% | -17.2% |
| 3Y | +51.2% | +170.9% | -119.7% | -7.4% |
| 5Y | +71.4% | +228.0% | -156.6% | -6.6% |
| All | +71.4% | +231.1% | -159.6% | -6.6% |
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