+2,974.0%
MSFT vs WPM
+5,060.0%
-2,086.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.1% | +0.7% |
| 7D | -2.4% | -0.5% | -1.9% | -2.4% |
| 30D | -3.8% | -3.1% | -0.7% | -3.5% |
| 3M | +6.4% | -2.2% | +8.6% | +6.3% |
| 6M | +28.8% | -7.4% | +36.2% | +29.1% |
| YTD | +8.8% | +12.6% | -3.8% | +6.0% |
| 1Y | +3.2% | +22.8% | -19.7% | -0.6% |
| 3Y | +44.8% | +213.6% | -168.9% | +23.8% |
| 5Y | +61.8% | +211.2% | -149.3% | +37.2% |
| 10Y | +897.9% | +733.9% | +164.0% | +639.6% |
| All | +2,974.0% | +5,060.0% | -2,086.0% | +1,458.5% |
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