+23.8%
MSFT vs WDC
+82.0%
-58.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.9% | -7.9% | -1.9% |
| 7D | -2.7% | +1.7% | -4.4% | -2.6% |
| 30D | +2.7% | -10.0% | +12.7% | +2.6% |
| 3M | +17.0% | -18.8% | +35.7% | +14.2% |
| 6M | +23.8% | +79.0% | -55.2% | +16.9% |
| All | +23.8% | +82.0% | -58.2% | +16.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling