+64.1%
MSFT vs WEC
+51.2%
+12.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.8% |
| 7D | +1.7% | -0.2% | +1.8% | +1.7% |
| 30D | +0.2% | +12.3% | -12.1% | -0.9% |
| 3M | +6.4% | +8.3% | -1.9% | +5.6% |
| 6M | +28.7% | +3.5% | +25.2% | +28.3% |
| YTD | +10.4% | +12.7% | -2.3% | +8.4% |
| 1Y | +7.6% | +8.2% | -0.6% | +6.4% |
| 3Y | +52.3% | +55.9% | -3.6% | +38.0% |
| All | +64.1% | +51.2% | +12.8% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling