+872.1%
MSFT vs WMT
+429.5%
+442.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -3.5% | -2.5% | -1.0% | -2.6% |
| 30D | -2.1% | -6.4% | +4.4% | 0.0% |
| 3M | +24.2% | -12.1% | +36.3% | +29.5% |
| 6M | +21.9% | -15.0% | +36.8% | +27.7% |
| YTD | +2.5% | -4.5% | +7.0% | +1.7% |
| 1Y | -0.8% | +6.2% | -7.0% | -6.3% |
| 3Y | +50.8% | +99.9% | -49.1% | +4.8% |
| 5Y | +73.5% | +131.4% | -57.9% | +10.4% |
| All | +872.1% | +429.5% | +442.6% | +391.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WMT.
Daily Out/Under-Performance
Portfolio return minus WMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMT 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 WMT 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