+915.1%
MSFT vs WWD
+439.4%
+475.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -1.3% | +4.0% | -5.2% | -2.2% |
| 30D | -1.8% | +0.4% | -2.2% | -2.1% |
| 3M | +5.6% | -7.9% | +13.5% | +7.4% |
| 6M | +29.8% | -10.6% | +40.4% | +31.4% |
| YTD | +9.0% | +9.4% | -0.4% | +3.0% |
| 1Y | +4.9% | +25.7% | -20.8% | -5.0% |
| 3Y | +46.2% | +148.5% | -102.3% | +6.0% |
| 5Y | +62.1% | +189.5% | -127.4% | +10.2% |
| All | +915.1% | +439.4% | +475.7% | +458.7% |
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