+2,791.4%
MSFT vs WBD
+293.1%
+2,498.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -2.7% | -1.8% | -0.9% | -2.3% |
| 30D | +2.7% | +8.8% | -6.1% | +1.0% |
| 3M | +17.0% | +4.6% | +12.3% | +15.7% |
| 6M | +23.8% | +1.1% | +22.7% | +23.4% |
| YTD | +4.0% | -2.0% | +6.0% | +4.2% |
| 1Y | -0.8% | +140.0% | -140.8% | -18.6% |
| 3Y | +55.6% | +144.4% | -88.8% | +19.8% |
| 5Y | +72.9% | -0.2% | +73.1% | +54.3% |
| 10Y | +875.8% | +9.1% | +866.7% | +639.8% |
| All | +2,791.4% | +293.1% | +2,498.3% | +1,187.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 all: compounded portfolio wealth divided by compounded WBD 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…
all analysis · Full analysis span regression · 6 months rolling