+885.0%
MSFT vs WWD
+479.8%
+405.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -1.0% | +0.6% | -1.7% | -1.2% |
| 30D | -2.7% | -5.1% | +2.4% | -1.5% |
| 3M | +22.1% | -11.2% | +33.3% | +24.5% |
| 6M | +20.6% | -12.0% | +32.6% | +22.3% |
| YTD | +2.3% | +12.0% | -9.7% | -3.6% |
| 1Y | -0.5% | +42.8% | -43.3% | -13.1% |
| 3Y | +50.5% | +168.9% | -118.4% | +7.1% |
| 5Y | +72.3% | +192.2% | -119.9% | +17.3% |
| 10Y | +885.0% | +495.3% | +389.8% | +436.3% |
| All | +885.0% | +479.8% | +405.2% | +436.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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