+2,157.9%
MSFT vs WTW
+1,139.1%
+1,018.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.7% | -0.1% |
| 7D | -1.4% | -2.7% | +1.3% | -0.4% |
| 30D | -1.0% | -5.6% | +4.6% | +1.0% |
| 3M | +20.2% | +26.5% | -6.3% | +10.6% |
| 6M | +21.3% | +8.1% | +13.1% | +17.5% |
| YTD | +2.8% | -0.3% | +3.1% | +1.8% |
| 1Y | 0.0% | -0.9% | +0.8% | -1.0% |
| 3Y | +51.2% | +66.6% | -15.4% | +21.2% |
| 5Y | +71.4% | +54.0% | +17.5% | +41.0% |
| 10Y | +868.6% | +198.1% | +670.5% | +526.7% |
| All | +2,157.9% | +1,139.1% | +1,018.8% | +1,093.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling