+9.0%
MSFT vs WDC
+114.4%
-105.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -6.8% | +13.5% | +6.7% |
| 7D | +4.7% | -18.3% | +23.0% | +4.8% |
| 30D | +5.8% | -26.7% | +32.5% | +5.8% |
| 3M | +13.0% | -40.9% | +53.9% | +13.1% |
| 6M | +34.9% | -26.8% | +61.7% | +32.3% |
| YTD | +15.7% | +88.2% | -72.5% | +7.3% |
| 1Y | +9.0% | +113.2% | -104.2% | -1.2% |
| All | +9.0% | +114.4% | -105.4% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WDC.
Daily Out/Under-Performance
Portfolio return minus WDC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDC 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 WDC 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