+66.2%
MSFT vs WM
+62.1%
+4.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.7% | -3.9% |
| 7D | +1.1% | +4.5% | -3.4% | 0.0% |
| 30D | +1.3% | +16.1% | -14.8% | -2.6% |
| 3M | +10.2% | +8.0% | +2.1% | +7.9% |
| 6M | +30.8% | +8.4% | +22.4% | +27.4% |
| YTD | +11.5% | +11.2% | +0.3% | +7.4% |
| 1Y | +6.5% | +22.3% | -15.8% | -0.8% |
| 3Y | +55.5% | +50.2% | +5.2% | +25.9% |
| 5Y | +66.2% | +63.3% | +2.9% | +26.7% |
| All | +66.2% | +62.1% | +4.1% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling