+513.2%
MA vs WBD
+10.9%
+502.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.5% |
| 7D | -3.5% | -1.7% | -1.8% | -3.2% |
| 30D | +0.8% | +3.9% | -3.1% | +0.2% |
| 3M | +14.8% | +5.1% | +9.7% | +13.8% |
| 6M | +10.0% | +0.6% | +9.4% | +9.8% |
| YTD | -0.1% | -3.2% | +3.1% | +0.3% |
| 1Y | -2.2% | +127.7% | -129.9% | -16.1% |
| 3Y | +39.3% | +146.6% | -107.3% | +12.5% |
| 5Y | +66.3% | +4.2% | +62.2% | +52.2% |
| 10Y | +513.2% | +13.7% | +499.5% | +392.1% |
| All | +513.2% | +10.9% | +502.3% | +392.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 10y: compounded portfolio wealth divided by compounded WBD 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…
10y analysis · Full analysis span regression · 6 months rolling