-0.8%
MSFT vs WPM
+53.7%
-54.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -1.0% | -1.9% |
| 7D | -2.7% | +1.1% | -3.8% | -2.8% |
| 30D | +2.7% | +26.4% | -23.6% | +0.4% |
| 3M | +17.0% | +20.8% | -3.9% | +14.4% |
| 6M | +23.8% | +1.1% | +22.7% | +22.2% |
| YTD | +4.0% | +32.5% | -28.5% | +1.1% |
| 1Y | -0.8% | +51.5% | -52.3% | -4.6% |
| All | -0.8% | +53.7% | -54.6% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 1y: compounded portfolio wealth divided by compounded WPM 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…
1y analysis · Full analysis span regression · 6 months rolling