+2,507.2%
MSFT vs WU
-19.6%
+2,526.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.1% | -1.7% |
| 7D | -2.7% | -0.8% | -1.9% | -2.4% |
| 30D | +2.7% | -1.1% | +3.8% | +3.0% |
| 3M | +17.0% | -3.9% | +20.8% | +16.4% |
| 6M | +23.8% | -20.7% | +44.5% | +31.6% |
| YTD | +4.0% | -18.4% | +22.3% | +9.0% |
| 1Y | -0.8% | -8.1% | +7.2% | -1.2% |
| 3Y | +55.6% | -24.2% | +79.8% | +61.6% |
| 5Y | +72.9% | -50.4% | +123.3% | +106.1% |
| 10Y | +875.8% | -40.0% | +915.8% | +941.4% |
| All | +2,507.2% | -19.6% | +2,526.8% | +2,108.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling