+872.1%
MSFT vs WCN
+235.2%
+636.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.8% |
| 7D | -3.5% | -4.4% | +1.0% | -1.0% |
| 30D | -2.1% | -4.4% | +2.4% | +0.4% |
| 3M | +24.2% | +0.5% | +23.7% | +22.9% |
| 6M | +21.9% | -3.3% | +25.1% | +22.4% |
| YTD | +2.5% | -8.5% | +11.0% | +5.9% |
| 1Y | -0.8% | -8.9% | +8.2% | +2.4% |
| 3Y | +50.8% | +18.0% | +32.7% | +26.3% |
| 5Y | +73.5% | +25.0% | +48.5% | +37.0% |
| All | +872.1% | +235.2% | +636.8% | +328.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WCN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling