+73.5%
MSFT vs WM
+52.1%
+21.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | +2.7% | -2.4% | +5.1% | +3.3% |
| 3M | +17.0% | +0.4% | +16.5% | +16.1% |
| 6M | +23.8% | -9.5% | +33.3% | +26.8% |
| YTD | +4.0% | +0.5% | +3.5% | +2.8% |
| 1Y | -0.8% | -1.1% | +0.3% | -1.5% |
| 3Y | +55.6% | +46.0% | +9.6% | +24.4% |
| All | +73.5% | +52.1% | +21.3% | +31.0% |
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