+2,979.1%
MSFT vs WPM
+5,046.3%
-2,067.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | -1.3% | -3.6% | +2.3% | -0.9% |
| 30D | -1.8% | +1.4% | -3.3% | -2.1% |
| 3M | +5.6% | -0.2% | +5.8% | +5.3% |
| 6M | +29.8% | -7.3% | +37.1% | +30.1% |
| YTD | +9.0% | +12.3% | -3.3% | +6.2% |
| 1Y | +4.9% | +24.9% | -20.0% | +0.9% |
| 3Y | +46.2% | +210.4% | -164.1% | +25.2% |
| 5Y | +62.1% | +210.4% | -148.2% | +37.5% |
| 10Y | +899.6% | +731.7% | +167.9% | +641.0% |
| All | +2,979.1% | +5,046.3% | -2,067.2% | +1,461.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling