+913.4%
MSFT vs WWD
+442.7%
+470.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.3% | +0.8% |
| 7D | -2.4% | +8.2% | -10.6% | -4.3% |
| 30D | -3.8% | -0.2% | -3.6% | -3.9% |
| 3M | +6.4% | -8.4% | +14.8% | +8.3% |
| 6M | +28.8% | -9.5% | +38.3% | +29.9% |
| YTD | +8.8% | +10.1% | -1.2% | +2.7% |
| 1Y | +3.2% | +21.6% | -18.4% | -5.7% |
| 3Y | +44.8% | +149.6% | -104.8% | +4.9% |
| 5Y | +61.8% | +191.3% | -129.5% | +9.9% |
| All | +913.4% | +442.7% | +470.7% | +456.9% |
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