+915.1%
MSFT vs WDC
+653.2%
+261.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.0% | +5.2% | +1.2% |
| 7D | -1.3% | +12.1% | -13.4% | -3.7% |
| 30D | -1.8% | -18.8% | +17.0% | +1.4% |
| 3M | +5.6% | -39.3% | +44.9% | +14.6% |
| 6M | +29.8% | -40.1% | +69.9% | +35.9% |
| YTD | +9.0% | +71.8% | -62.8% | -14.8% |
| 1Y | +4.9% | +88.5% | -83.5% | -20.4% |
| 3Y | +46.2% | +770.0% | -723.8% | -30.7% |
| 5Y | +62.1% | +549.0% | -486.9% | -19.6% |
| All | +915.1% | +653.2% | +261.9% | +349.0% |
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