+870.5%
MSFT vs WCN
+239.1%
+631.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.2% |
| 7D | -1.0% | -1.7% | +0.7% | -0.1% |
| 30D | -2.7% | -3.0% | +0.3% | -1.0% |
| 3M | +22.1% | +2.5% | +19.6% | +19.5% |
| 6M | +20.6% | -5.7% | +26.3% | +23.0% |
| YTD | +2.3% | -7.4% | +9.8% | +5.1% |
| 1Y | -0.5% | -8.6% | +8.1% | +2.5% |
| 3Y | +50.5% | +19.4% | +31.1% | +25.3% |
| 5Y | +72.3% | +27.2% | +45.1% | +34.6% |
| All | +870.5% | +239.1% | +631.5% | +325.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling