+69.1%
MSFT vs WDC
+590.7%
-521.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.9% | -7.1% | +1.3% |
| 7D | +7.5% | -14.4% | +21.9% | +9.6% |
| 30D | +1.9% | -27.1% | +28.9% | +6.1% |
| 3M | +9.2% | -33.3% | +42.5% | +14.4% |
| 6M | +31.9% | -39.6% | +71.5% | +35.3% |
| YTD | +13.4% | +68.4% | -54.9% | -9.8% |
| 1Y | +10.6% | +78.2% | -67.5% | -13.9% |
| 3Y | +54.7% | +772.0% | -717.3% | -28.3% |
| 5Y | +69.1% | +584.9% | -515.8% | -19.1% |
| All | +69.1% | +590.7% | -521.6% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling