+922.9%
MSFT vs WST
+446.4%
+476.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +2.3% | +1.4% | +1.0% | +2.0% |
| 30D | -0.4% | +12.7% | -13.1% | -3.7% |
| 3M | +5.6% | +17.2% | -11.6% | +0.7% |
| 6M | +29.0% | +26.7% | +2.3% | +20.1% |
| YTD | +10.9% | +50.3% | -39.3% | -2.7% |
| 1Y | +6.2% | +50.2% | -44.0% | -7.1% |
| 3Y | +47.6% | +21.7% | +25.9% | +25.4% |
| 5Y | +67.9% | +2.0% | +65.9% | +50.2% |
| 10Y | +922.9% | +451.1% | +471.8% | +326.2% |
| All | +922.9% | +446.4% | +476.5% | +326.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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