+885.0%
MSFT vs WU
-40.9%
+925.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | -1.0% | -4.9% | +3.9% | +0.4% |
| 30D | -2.7% | -1.3% | -1.4% | -2.4% |
| 3M | +22.1% | -3.6% | +25.7% | +21.3% |
| 6M | +20.6% | -24.3% | +44.9% | +29.1% |
| YTD | +2.3% | -21.1% | +23.4% | +7.7% |
| 1Y | -0.5% | -10.3% | +9.8% | -0.3% |
| 3Y | +50.5% | -28.4% | +78.9% | +58.7% |
| 5Y | +72.3% | -51.2% | +123.5% | +107.4% |
| 10Y | +885.0% | -39.6% | +924.7% | +896.1% |
| All | +885.0% | -40.9% | +925.9% | +896.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling