+73.1%
MSFT vs WCN
+28.6%
+44.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.8% |
| 7D | -1.4% | -0.4% | -1.0% | -1.2% |
| 30D | -1.0% | -2.1% | +1.1% | -0.3% |
| 3M | +20.2% | +6.4% | +13.8% | +16.8% |
| 6M | +21.3% | -3.7% | +25.0% | +22.2% |
| YTD | +2.8% | -6.4% | +9.1% | +4.6% |
| 1Y | 0.0% | -7.9% | +7.9% | +2.3% |
| 3Y | +51.2% | +20.8% | +30.4% | +29.3% |
| All | +73.1% | +28.6% | +44.6% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling