+1,945.3%
MSFT vs WCC
+1,713.7%
+231.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.9% | -5.9% | -2.8% |
| 7D | -2.7% | +4.5% | -7.2% | -3.6% |
| 30D | +2.7% | -5.8% | +8.5% | +3.7% |
| 3M | +17.0% | -3.7% | +20.6% | +17.2% |
| 6M | +23.8% | +23.1% | +0.8% | +17.1% |
| YTD | +4.0% | +44.2% | -40.2% | -5.1% |
| 1Y | -0.8% | +62.1% | -62.9% | -12.2% |
| 3Y | +55.6% | +121.1% | -65.5% | +24.3% |
| 5Y | +72.9% | +214.0% | -141.1% | +24.9% |
| 10Y | +875.8% | +472.8% | +403.0% | +472.4% |
| All | +1,945.3% | +1,713.7% | +231.5% | +623.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling