+889.0%
MSFT vs WM
+339.4%
+549.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | 0.0% |
| 7D | +1.7% | +1.2% | +0.5% | +1.1% |
| 30D | +0.2% | +13.1% | -12.9% | -5.9% |
| 3M | +6.4% | +3.6% | +2.7% | +4.1% |
| 6M | +28.7% | +8.1% | +20.6% | +22.5% |
| YTD | +10.4% | +8.9% | +1.5% | +4.1% |
| 1Y | +7.6% | +20.3% | -12.7% | -4.1% |
| 3Y | +52.3% | +46.2% | +6.1% | +16.1% |
| 5Y | +64.5% | +59.9% | +4.6% | +16.9% |
| All | +889.0% | +339.4% | +549.6% | +296.1% |
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