+71.4%
MSFT vs WDC
+958.8%
-887.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.5% |
| 7D | -1.4% | +6.0% | -7.4% | -2.3% |
| 30D | -1.0% | +9.9% | -11.0% | -2.8% |
| 3M | +20.2% | -9.4% | +29.6% | +18.3% |
| 6M | +21.3% | +94.7% | -73.5% | +1.0% |
| YTD | +2.8% | +177.4% | -174.6% | -22.9% |
| 1Y | 0.0% | +412.6% | -412.6% | -37.5% |
| 3Y | +51.2% | +1,359.8% | -1,308.5% | -33.2% |
| 5Y | +71.4% | +992.6% | -921.1% | -20.8% |
| All | +71.4% | +958.8% | -887.4% | -20.8% |
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