+31,075.3%
MSFT vs WWD
+15,408.5%
+15,666.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.3% |
| 7D | -2.7% | +1.3% | -4.0% | -3.0% |
| 30D | +2.7% | -7.2% | +9.9% | +4.4% |
| 3M | +17.0% | -3.8% | +20.8% | +16.9% |
| 6M | +23.8% | -9.9% | +33.7% | +24.9% |
| YTD | +4.0% | +14.8% | -10.8% | -1.8% |
| 1Y | -0.8% | +42.1% | -42.9% | -11.6% |
| 3Y | +55.6% | +170.8% | -115.2% | +16.0% |
| 5Y | +72.9% | +197.5% | -124.6% | +24.4% |
| 10Y | +875.8% | +477.8% | +398.0% | +459.9% |
| All | +31,075.3% | +15,408.5% | +15,666.7% | +9,867.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling