+52.3%
MSFT vs WST
+19.1%
+33.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.1% |
| 7D | +1.7% | -3.1% | +4.8% | +1.9% |
| 30D | +0.2% | +9.1% | -8.9% | -0.4% |
| 3M | +6.4% | +14.7% | -8.3% | +5.4% |
| 6M | +28.7% | +28.0% | +0.7% | +26.7% |
| YTD | +10.4% | +45.6% | -35.2% | +7.6% |
| 1Y | +7.6% | +45.7% | -38.0% | +4.9% |
| 3Y | +52.3% | +21.1% | +31.2% | +46.3% |
| All | +52.3% | +19.1% | +33.2% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling