-0.8%
MSFT vs WCN
-9.4%
+8.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.1% |
| 7D | -3.5% | -4.4% | +1.0% | -3.7% |
| 30D | -2.1% | -4.4% | +2.4% | -2.3% |
| 3M | +24.2% | +0.5% | +23.7% | +23.4% |
| 6M | +21.9% | -3.3% | +25.1% | +21.9% |
| YTD | +2.5% | -8.5% | +11.0% | +2.4% |
| 1Y | -0.8% | -8.9% | +8.2% | 0.0% |
| All | -0.8% | -9.4% | +8.7% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling