+143,155.1%
MSFT vs WM
+29,154.7%
+114,000.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.7% | -3.8% |
| 7D | +1.1% | +4.5% | -3.4% | +0.2% |
| 30D | +1.3% | +16.1% | -14.8% | -2.0% |
| 3M | +10.2% | +8.0% | +2.1% | +8.2% |
| 6M | +30.8% | +8.4% | +22.4% | +28.1% |
| YTD | +11.5% | +11.2% | +0.3% | +8.4% |
| 1Y | +6.5% | +22.3% | -15.8% | +1.5% |
| 3Y | +55.5% | +50.2% | +5.2% | +40.7% |
| 5Y | +66.2% | +63.3% | +2.9% | +47.7% |
| 10Y | +928.0% | +355.0% | +573.0% | +654.2% |
| All | +143,155.1% | +29,154.7% | +114,000.4% | +80,240.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling