+133,470.8%
MSFT vs WSM
+34,755.7%
+98,715.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.4% |
| 7D | -2.7% | -3.3% | +0.6% | -2.1% |
| 30D | +2.7% | -8.4% | +11.1% | +4.3% |
| 3M | +17.0% | +9.7% | +7.3% | +14.8% |
| 6M | +23.8% | +16.7% | +7.1% | +19.8% |
| YTD | +4.0% | +28.7% | -24.7% | -1.4% |
| 1Y | -0.8% | +13.7% | -14.5% | -4.1% |
| 3Y | +55.6% | +230.1% | -174.5% | +20.0% |
| 5Y | +72.9% | +179.0% | -106.1% | +34.2% |
| 10Y | +875.8% | +1,002.5% | -126.7% | +458.7% |
| All | +133,470.8% | +34,755.7% | +98,715.1% | +36,413.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling