-0.8%
MSFT vs WCC
+62.7%
-63.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.1% |
| 7D | -3.5% | +1.7% | -5.1% | -3.5% |
| 30D | -2.1% | -6.1% | +4.0% | -2.1% |
| 3M | +24.2% | +3.1% | +21.1% | +23.3% |
| 6M | +21.9% | +28.2% | -6.4% | +21.5% |
| YTD | +2.5% | +41.1% | -38.6% | +3.0% |
| 1Y | -0.8% | +61.3% | -62.1% | +0.9% |
| All | -0.8% | +62.7% | -63.5% | +0.9% |
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