+133,470.8%
MSFT vs WEC
+3,978.4%
+129,492.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | +2.7% | -1.3% | +4.0% | +3.1% |
| 3M | +17.0% | -3.9% | +20.9% | +18.3% |
| 6M | +23.8% | -8.3% | +32.1% | +26.8% |
| YTD | +4.0% | +3.1% | +0.9% | +2.0% |
| 1Y | -0.8% | +1.9% | -2.8% | -2.4% |
| 3Y | +55.6% | +41.9% | +13.7% | +33.3% |
| 5Y | +72.9% | +30.8% | +42.1% | +51.0% |
| 10Y | +875.8% | +141.9% | +733.9% | +557.9% |
| All | +133,470.8% | +3,978.4% | +129,492.3% | +30,636.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling