+885.0%
MSFT vs WEC
+141.2%
+743.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.2% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | -2.7% | +0.9% | -3.6% | -3.0% |
| 3M | +22.1% | -5.3% | +27.4% | +23.8% |
| 6M | +20.6% | -6.6% | +27.1% | +22.3% |
| YTD | +2.3% | +3.3% | -1.0% | +0.5% |
| 1Y | -0.5% | +2.1% | -2.6% | -2.0% |
| 3Y | +50.5% | +39.6% | +11.0% | +31.2% |
| 5Y | +72.3% | +31.2% | +41.2% | +52.1% |
| 10Y | +885.0% | +148.4% | +736.6% | +609.3% |
| All | +885.0% | +141.2% | +743.9% | +609.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling