-0.5%
MSFT vs WDC
+419.5%
-420.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.5% |
| 7D | -1.0% | +7.5% | -8.5% | -1.0% |
| 30D | -2.7% | +10.1% | -12.7% | -2.7% |
| 3M | +22.1% | -6.8% | +28.9% | +20.6% |
| 6M | +20.6% | +84.1% | -63.6% | +16.3% |
| YTD | +2.3% | +180.3% | -177.9% | -3.2% |
| 1Y | -0.5% | +411.1% | -411.6% | -7.1% |
| All | -0.5% | +419.5% | -420.1% | -7.1% |
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