+889.0%
MSFT vs WST
+441.1%
+447.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.5% |
| 7D | +1.7% | -3.1% | +4.8% | +2.6% |
| 30D | +0.2% | +9.1% | -8.9% | -2.3% |
| 3M | +6.4% | +14.7% | -8.3% | +2.1% |
| 6M | +28.7% | +28.0% | +0.7% | +19.4% |
| YTD | +10.4% | +45.6% | -35.2% | -2.3% |
| 1Y | +7.6% | +45.7% | -38.0% | -5.1% |
| 3Y | +52.3% | +21.1% | +31.2% | +28.9% |
| 5Y | +64.5% | +0.3% | +64.2% | +47.3% |
| All | +889.0% | +441.1% | +447.9% | +309.6% |
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