+920.4%
MSFT vs WST
+466.7%
+453.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.3% | -0.6% | +1.8% |
| 7D | +7.5% | +1.3% | +6.2% | +7.1% |
| 30D | +1.9% | +12.9% | -11.0% | -1.6% |
| 3M | +9.2% | +16.7% | -7.4% | +4.4% |
| 6M | +31.9% | +26.8% | +5.0% | +22.7% |
| YTD | +13.4% | +50.5% | -37.0% | -0.6% |
| 1Y | +10.6% | +52.9% | -42.2% | -3.8% |
| 3Y | +54.7% | +23.9% | +30.8% | +30.4% |
| 5Y | +69.1% | +1.0% | +68.1% | +52.0% |
| 10Y | +920.4% | +451.4% | +469.0% | +321.3% |
| All | +920.4% | +466.7% | +453.6% | +321.3% |
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