+142,414.7%
MSFT vs WST
+14,983.8%
+127,430.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +2.3% | +1.4% | +1.0% | +1.9% |
| 30D | -0.4% | +12.7% | -13.1% | -3.8% |
| 3M | +5.6% | +17.2% | -11.6% | +0.7% |
| 6M | +29.0% | +26.7% | +2.3% | +20.0% |
| YTD | +10.9% | +50.3% | -39.3% | -2.9% |
| 1Y | +6.2% | +50.2% | -44.0% | -7.2% |
| 3Y | +47.6% | +21.7% | +25.9% | +25.9% |
| 5Y | +67.9% | +2.0% | +65.9% | +48.5% |
| 10Y | +922.9% | +451.1% | +471.8% | +424.7% |
| All | +142,414.7% | +14,983.8% | +127,430.9% | +29,552.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling