+62.4%
MSFT vs WST
+1.0%
+61.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | -0.1% |
| 7D | -1.3% | +4.2% | -5.5% | -2.0% |
| 30D | -1.8% | +11.2% | -13.1% | -3.8% |
| 3M | +5.6% | +20.4% | -14.7% | +1.9% |
| 6M | +29.8% | +37.9% | -8.1% | +21.9% |
| YTD | +9.0% | +51.8% | -42.8% | -0.2% |
| 1Y | +4.9% | +56.6% | -51.7% | -4.7% |
| 3Y | +46.2% | +24.2% | +22.0% | +30.6% |
| All | +62.4% | +1.0% | +61.5% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling