+915.1%
MSFT vs WMT
+538.2%
+376.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.4% |
| 7D | -1.3% | +2.0% | -3.3% | -2.0% |
| 30D | -1.8% | +10.3% | -12.1% | -5.2% |
| 3M | +5.6% | +11.0% | -5.3% | +1.4% |
| 6M | +29.8% | -2.3% | +32.1% | +30.1% |
| YTD | +9.0% | +15.7% | -6.7% | +0.9% |
| 1Y | +4.9% | +26.0% | -21.0% | -6.5% |
| 3Y | +46.2% | +136.5% | -90.3% | -4.2% |
| 5Y | +62.1% | +176.8% | -114.7% | -3.3% |
| All | +915.1% | +538.2% | +376.9% | +389.9% |
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