+894.4%
MSFT vs WM
+332.5%
+561.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.8% |
| 7D | -6.2% | +0.8% | -7.0% | -6.6% |
| 30D | -3.7% | +13.8% | -17.5% | -9.8% |
| 3M | +3.6% | +6.4% | -2.8% | +0.2% |
| 6M | +26.8% | +13.2% | +13.6% | +17.9% |
| YTD | +8.4% | +10.8% | -2.3% | +1.4% |
| 1Y | +3.3% | +20.2% | -16.9% | -7.8% |
| 3Y | +44.3% | +46.5% | -2.2% | +10.1% |
| 5Y | +63.3% | +61.3% | +2.1% | +15.7% |
| 10Y | +894.4% | +324.8% | +569.6% | +284.3% |
| All | +894.4% | +332.5% | +561.9% | +284.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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