+133,470.8%
MSFT vs WY
+688.1%
+132,782.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.9% | -2.3% |
| 7D | -2.7% | -1.7% | -1.0% | -2.2% |
| 30D | +2.7% | -10.1% | +12.8% | +6.2% |
| 3M | +17.0% | -5.1% | +22.1% | +18.2% |
| 6M | +23.8% | -4.8% | +28.6% | +24.4% |
| YTD | +4.0% | -0.2% | +4.2% | +2.5% |
| 1Y | -0.8% | -6.6% | +5.8% | -0.5% |
| 3Y | +55.6% | -22.7% | +78.3% | +62.5% |
| 5Y | +72.9% | -22.2% | +95.1% | +78.8% |
| 10Y | +875.8% | +7.3% | +868.5% | +749.2% |
| All | +133,470.8% | +688.1% | +132,782.7% | +54,392.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling