+9.0%
MSFT vs WPM
+38.8%
-29.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +12.0% | -5.3% | +5.2% |
| 7D | +4.7% | +3.9% | +0.8% | +4.0% |
| 30D | +5.8% | -3.5% | +9.3% | +5.9% |
| 3M | +13.0% | +14.1% | -1.1% | +10.6% |
| 6M | +34.9% | +6.2% | +28.7% | +32.3% |
| YTD | +15.7% | +12.4% | +3.3% | +11.6% |
| 1Y | +9.0% | +40.0% | -31.0% | -0.1% |
| All | +9.0% | +38.8% | -29.8% | -0.1% |
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