+9.0%
MSFT vs WU
-18.0%
+26.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.4% | +1.2% | +6.5% |
| 7D | +4.7% | +8.2% | -3.5% | +4.5% |
| 30D | +5.8% | +8.0% | -2.2% | +5.6% |
| 3M | +13.0% | -6.6% | +19.6% | +12.9% |
| 6M | +34.9% | -23.3% | +58.2% | +34.1% |
| YTD | +15.7% | -22.4% | +38.1% | +14.6% |
| 1Y | +9.0% | -18.0% | +26.9% | +8.7% |
| All | +9.0% | -18.0% | +26.9% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1y: compounded portfolio wealth divided by compounded WU 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…
1y analysis · Full analysis span regression · 6 months rolling