+71.4%
MSFT vs WWD
+192.1%
-120.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.9% | -0.7% |
| 7D | -1.4% | +0.8% | -2.2% | -1.6% |
| 30D | -1.0% | -6.4% | +5.4% | +0.3% |
| 3M | +20.2% | -5.6% | +25.8% | +20.1% |
| 6M | +21.3% | -9.1% | +30.4% | +21.4% |
| YTD | +2.8% | +12.5% | -9.7% | -4.1% |
| 1Y | 0.0% | +41.3% | -41.4% | -14.0% |
| 3Y | +51.2% | +170.2% | -119.0% | -0.2% |
| 5Y | +71.4% | +192.5% | -121.1% | +5.5% |
| All | +71.4% | +192.1% | -120.7% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling