+9.0%
MSFT vs WEC
+9.7%
-0.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.3% | +4.3% | +7.4% |
| 7D | +4.7% | +6.9% | -2.2% | +7.1% |
| 30D | +5.8% | +16.6% | -10.8% | +11.9% |
| 3M | +13.0% | +9.1% | +3.9% | +16.3% |
| 6M | +34.9% | +3.2% | +31.7% | +37.4% |
| YTD | +15.7% | +14.9% | +0.8% | +19.9% |
| 1Y | +9.0% | +9.2% | -0.2% | +15.2% |
| All | +9.0% | +9.7% | -0.7% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 1y: compounded portfolio wealth divided by compounded WEC 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…
1y analysis · Full analysis span regression · 6 months rolling