+915.1%
MSFT vs WCC
+431.3%
+483.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.5% |
| 7D | -1.3% | +9.9% | -11.2% | -3.2% |
| 30D | -1.8% | -8.4% | +6.6% | -0.6% |
| 3M | +5.6% | -10.3% | +16.0% | +7.0% |
| 6M | +29.8% | -10.5% | +40.3% | +30.8% |
| YTD | +9.0% | +32.2% | -23.2% | -0.1% |
| 1Y | +4.9% | +25.5% | -20.6% | -2.9% |
| 3Y | +46.2% | +134.7% | -88.5% | +11.4% |
| 5Y | +62.1% | +139.9% | -77.8% | +18.0% |
| All | +915.1% | +431.3% | +483.8% | +474.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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