+872.1%
MSFT vs WDC
+1,262.3%
-390.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +1.1% |
| 7D | -3.5% | +4.4% | -7.9% | -4.4% |
| 30D | -2.1% | +5.3% | -7.4% | -3.6% |
| 3M | +24.2% | -5.9% | +30.1% | +21.0% |
| 6M | +21.9% | +73.2% | -51.4% | +1.1% |
| YTD | +2.5% | +167.8% | -165.4% | -25.6% |
| 1Y | -0.8% | +386.0% | -386.8% | -39.7% |
| 3Y | +50.8% | +1,309.7% | -1,258.9% | -34.4% |
| 5Y | +73.5% | +957.1% | -883.6% | -21.1% |
| All | +872.1% | +1,262.3% | -390.2% | +285.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling