+33,162.8%
MSFT vs WWD
+14,867.0%
+18,295.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | +2.3% | +0.4% | +1.9% | +2.2% |
| 30D | -0.4% | -0.4% | +0.1% | -0.4% |
| 3M | +5.6% | -6.1% | +11.6% | +6.8% |
| 6M | +29.0% | -9.5% | +38.5% | +30.3% |
| YTD | +10.9% | +10.8% | +0.1% | +5.5% |
| 1Y | +6.2% | +23.5% | -17.3% | -2.0% |
| 3Y | +47.6% | +151.3% | -103.7% | +11.9% |
| 5Y | +67.9% | +187.8% | -119.9% | +21.6% |
| 10Y | +922.9% | +461.1% | +461.8% | +490.2% |
| All | +33,162.8% | +14,867.0% | +18,295.8% | +10,601.3% |
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 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