+49.1%
MSFT vs WTW
+61.8%
-12.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | -3.5% | -7.8% | +4.3% | -1.9% |
| 30D | -2.1% | -7.9% | +5.8% | -0.5% |
| 3M | +24.2% | +19.9% | +4.2% | +21.4% |
| 6M | +21.9% | +9.8% | +12.1% | +20.1% |
| YTD | +2.5% | -3.3% | +5.8% | +1.6% |
| 1Y | -0.8% | -3.3% | +2.5% | -1.6% |
| All | +49.1% | +61.8% | -12.7% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling