+145,627.7%
MSFT vs WDC
+11,360.2%
+134,267.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.9% | -7.1% | +1.2% |
| 7D | +7.5% | -14.4% | +21.9% | +9.7% |
| 30D | +1.9% | -27.1% | +28.9% | +6.3% |
| 3M | +9.2% | -33.3% | +42.5% | +14.7% |
| 6M | +31.9% | -39.6% | +71.5% | +37.3% |
| YTD | +13.4% | +68.4% | -54.9% | -1.6% |
| 1Y | +10.6% | +78.2% | -67.5% | -5.3% |
| 3Y | +54.7% | +772.0% | -717.3% | +0.2% |
| 5Y | +69.1% | +584.9% | -515.8% | +11.9% |
| 10Y | +920.4% | +653.4% | +266.9% | +530.8% |
| All | +145,627.7% | +11,360.2% | +134,267.5% | +46,795.1% |
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