+885.0%
MSFT vs WCC
+506.2%
+378.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | -1.0% | +6.8% | -7.8% | -2.4% |
| 30D | -2.7% | -3.0% | +0.3% | -2.3% |
| 3M | +22.1% | +0.2% | +21.9% | +21.3% |
| 6M | +20.6% | +33.2% | -12.6% | +11.9% |
| YTD | +2.3% | +45.8% | -43.5% | -7.4% |
| 1Y | -0.5% | +68.4% | -68.9% | -13.3% |
| 3Y | +50.5% | +131.1% | -80.6% | +16.5% |
| 5Y | +72.3% | +225.6% | -153.3% | +18.6% |
| 10Y | +885.0% | +534.2% | +350.9% | +426.4% |
| All | +885.0% | +506.2% | +378.8% | +426.4% |
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