+878.4%
MSFT vs WTW
+198.0%
+680.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | -0.8% | -5.7% | +4.9% | +1.8% |
| 30D | +0.8% | -7.3% | +8.1% | +4.2% |
| 3M | +27.2% | +21.5% | +5.8% | +16.9% |
| 6M | +22.9% | +9.6% | +13.3% | +17.5% |
| YTD | +3.1% | -3.3% | +6.4% | +3.2% |
| 1Y | -0.3% | -6.1% | +5.9% | +1.0% |
| 3Y | +50.1% | +61.8% | -11.7% | +11.9% |
| 5Y | +74.6% | +42.7% | +32.0% | +37.6% |
| All | +878.4% | +198.0% | +680.3% | +453.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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