+55.0%
MSFT vs WWD
+170.0%
-115.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.1% |
| 7D | -2.7% | +1.3% | -4.0% | -2.8% |
| 30D | +2.7% | -7.2% | +9.9% | +3.3% |
| 3M | +17.0% | -3.8% | +20.8% | +16.2% |
| 6M | +23.8% | -9.9% | +33.7% | +23.8% |
| YTD | +4.0% | +14.8% | -10.8% | -1.4% |
| 1Y | -0.8% | +42.1% | -42.9% | -11.1% |
| All | +55.0% | +170.0% | -115.0% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling