+133,470.8%
MSFT vs WDC
+18,381.1%
+115,089.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.9% | -7.9% | -2.9% |
| 7D | -2.7% | +1.7% | -4.4% | -3.0% |
| 30D | +2.7% | -10.0% | +12.7% | +3.8% |
| 3M | +17.0% | -18.8% | +35.7% | +17.9% |
| 6M | +23.8% | +79.0% | -55.2% | +9.0% |
| YTD | +4.0% | +171.6% | -167.6% | -15.4% |
| 1Y | -0.8% | +417.4% | -418.2% | -28.0% |
| 3Y | +55.6% | +1,251.8% | -1,196.2% | -5.0% |
| 5Y | +72.9% | +911.7% | -838.8% | +8.6% |
| 10Y | +875.8% | +1,399.6% | -523.8% | +448.1% |
| All | +133,470.8% | +18,381.1% | +115,089.7% | +40,222.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling