+2,071.8%
MSFT vs WCC
+1,412.6%
+659.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.4% |
| 7D | +1.7% | -14.7% | +16.4% | +4.6% |
| 30D | +0.2% | -20.1% | +20.2% | +4.2% |
| 3M | +6.4% | -21.2% | +27.5% | +10.6% |
| 6M | +28.7% | -19.2% | +47.9% | +32.3% |
| YTD | +10.4% | +20.2% | -9.8% | +3.8% |
| 1Y | +7.6% | +14.5% | -6.8% | +2.0% |
| 3Y | +52.3% | +115.1% | -62.8% | +21.6% |
| 5Y | +64.5% | +121.5% | -57.0% | +26.8% |
| 10Y | +917.8% | +468.1% | +449.7% | +495.5% |
| All | +2,071.8% | +1,412.6% | +659.2% | +691.2% |
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 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