+9.0%
MSFT vs WY
+0.3%
+8.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.6% | +1.0% | +7.7% |
| 7D | +4.7% | +13.3% | -8.7% | +7.3% |
| 30D | +5.8% | +17.6% | -11.8% | +9.3% |
| 3M | +13.0% | -15.0% | +28.0% | +9.0% |
| 6M | +34.9% | -5.9% | +40.8% | +33.0% |
| YTD | +15.7% | -5.7% | +21.4% | +13.3% |
| 1Y | +9.0% | -0.2% | +9.2% | +7.5% |
| All | +9.0% | +0.3% | +8.6% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1y: compounded portfolio wealth divided by compounded WY 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…
1y analysis · Full analysis span regression · 6 months rolling