+2,619.0%
MSFT vs WU
-22.0%
+2,641.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.8% | -1.2% |
| 7D | -6.2% | +2.1% | -8.4% | -7.1% |
| 30D | -3.7% | +10.1% | -13.8% | -7.1% |
| 3M | +3.6% | -1.1% | +4.8% | +3.5% |
| 6M | +26.8% | -19.8% | +46.6% | +33.9% |
| YTD | +8.4% | -20.8% | +29.2% | +14.3% |
| 1Y | +3.3% | -15.1% | +18.4% | +5.9% |
| 3Y | +44.3% | -23.2% | +67.5% | +48.8% |
| 5Y | +63.3% | -42.6% | +106.0% | +83.6% |
| 10Y | +894.4% | -38.9% | +933.3% | +948.4% |
| All | +2,619.0% | -22.0% | +2,641.0% | +2,216.5% |
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