+72.3%
MSFT vs WY
-20.4%
+92.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | -1.0% | -1.7% | +0.7% | -0.6% |
| 30D | -2.7% | -9.9% | +7.2% | -0.2% |
| 3M | +22.1% | -7.5% | +29.6% | +23.9% |
| 6M | +20.6% | -5.1% | +25.7% | +21.0% |
| YTD | +2.3% | -2.1% | +4.4% | +1.2% |
| 1Y | -0.5% | -7.3% | +6.8% | -0.1% |
| 3Y | +50.5% | -22.6% | +73.2% | +57.2% |
| 5Y | +72.3% | -19.8% | +92.1% | +85.0% |
| All | +72.3% | -20.4% | +92.7% | +85.0% |
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