+1.1%
MSFT vs WST
+36.7%
-35.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -2.0% |
| 7D | -2.7% | +0.7% | -3.4% | -2.7% |
| 30D | +2.7% | -3.1% | +5.9% | +2.8% |
| 3M | +17.0% | +7.2% | +9.8% | +17.1% |
| 6M | +23.8% | +36.8% | -13.0% | +23.9% |
| YTD | +4.0% | +23.8% | -19.9% | +3.1% |
| All | +1.1% | +36.7% | -35.5% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling