+139,197.7%
MSFT vs WDC
+12,290.7%
+126,907.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +8.3% | -10.6% | -3.5% |
| 7D | -6.2% | -3.2% | -3.0% | -6.1% |
| 30D | -3.7% | -19.0% | +15.3% | -1.2% |
| 3M | +3.6% | -28.4% | +32.1% | +7.6% |
| 6M | +26.8% | -39.2% | +66.0% | +31.9% |
| YTD | +8.4% | +82.1% | -73.6% | -7.2% |
| 1Y | +3.3% | +84.7% | -81.4% | -12.1% |
| 3Y | +44.3% | +825.6% | -781.4% | -7.5% |
| 5Y | +63.3% | +608.2% | -544.8% | +7.5% |
| 10Y | +894.4% | +695.1% | +199.2% | +509.1% |
| All | +139,197.7% | +12,290.7% | +126,907.0% | +44,158.6% |
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