+868.6%
MSFT vs WST
+321.8%
+546.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -1.4% | -0.3% | -1.1% | -1.3% |
| 30D | -1.0% | -4.6% | +3.6% | +0.3% |
| 3M | +20.2% | +5.7% | +14.5% | +18.1% |
| 6M | +21.3% | +37.6% | -16.3% | +9.6% |
| YTD | +2.8% | +23.0% | -20.3% | -4.4% |
| 1Y | 0.0% | +33.8% | -33.9% | -10.1% |
| 3Y | +51.2% | -13.4% | +64.6% | +45.2% |
| 5Y | +71.4% | -27.0% | +98.4% | +72.8% |
| 10Y | +868.6% | +324.5% | +544.1% | +361.1% |
| All | +868.6% | +321.8% | +546.8% | +361.1% |
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