+872.1%
MSFT vs WSM
+1,058.9%
-186.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.5% |
| 7D | -3.5% | +0.4% | -3.9% | -3.6% |
| 30D | -2.1% | -10.7% | +8.6% | +0.1% |
| 3M | +24.2% | +8.5% | +15.7% | +21.8% |
| 6M | +21.9% | +19.6% | +2.2% | +16.8% |
| YTD | +2.5% | +26.6% | -24.1% | -3.3% |
| 1Y | -0.8% | +12.0% | -12.7% | -4.2% |
| 3Y | +50.8% | +226.6% | -175.9% | +9.6% |
| 5Y | +73.5% | +174.1% | -100.6% | +26.7% |
| All | +872.1% | +1,058.9% | -186.8% | +395.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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