+71.4%
MSFT vs WCC
+229.6%
-158.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.6% | -1.6% |
| 7D | -1.4% | +8.5% | -9.9% | -2.9% |
| 30D | -1.0% | -1.0% | 0.0% | -1.0% |
| 3M | +20.2% | +2.1% | +18.1% | +19.0% |
| 6M | +21.3% | +36.8% | -15.6% | +12.4% |
| YTD | +2.8% | +47.7% | -44.9% | -6.7% |
| 1Y | 0.0% | +66.5% | -66.6% | -12.3% |
| 3Y | +51.2% | +134.2% | -82.9% | +15.6% |
| 5Y | +71.4% | +231.6% | -160.2% | +9.2% |
| All | +71.4% | +229.6% | -158.2% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling