+62.4%
MSFT vs WY
-31.4%
+93.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.2% |
| 7D | -1.3% | -0.8% | -0.5% | -1.1% |
| 30D | -1.8% | +10.1% | -11.9% | -4.2% |
| 3M | +5.6% | -15.4% | +21.0% | +9.9% |
| 6M | +29.8% | -8.3% | +38.1% | +31.2% |
| YTD | +9.0% | -9.8% | +18.8% | +9.7% |
| 1Y | +4.9% | -3.9% | +8.8% | +3.2% |
| 3Y | +46.2% | -23.3% | +69.5% | +49.8% |
| All | +62.4% | -31.4% | +93.8% | +75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling