+55.0%
MSFT vs WEC
+42.4%
+12.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -2.2% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | +2.7% | -1.3% | +4.0% | +2.5% |
| 3M | +17.0% | -3.9% | +20.9% | +16.4% |
| 6M | +23.8% | -8.3% | +32.1% | +22.8% |
| YTD | +4.0% | +3.1% | +0.9% | +4.2% |
| 1Y | -0.8% | +1.9% | -2.8% | -0.5% |
| All | +55.0% | +42.4% | +12.6% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling