+4.9%
MSFT vs WCC
+22.3%
-17.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.2% |
| 7D | -1.3% | +9.9% | -11.2% | -1.5% |
| 30D | -1.8% | -8.4% | +6.6% | -2.0% |
| 3M | +5.6% | -10.3% | +16.0% | +5.5% |
| 6M | +29.8% | -10.5% | +40.3% | +27.7% |
| YTD | +9.0% | +32.2% | -23.2% | +9.0% |
| 1Y | +4.9% | +25.5% | -20.6% | +4.7% |
| All | +4.9% | +22.3% | -17.4% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling