+558.8%
MS vs WBD
+19.3%
+539.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.1% | +36.5% | -17.5% | +9.5% |
| 7D | +19.1% | +36.5% | -17.5% | +9.5% |
| 30D | +19.1% | +36.5% | -17.5% | +9.5% |
| 3M | +19.1% | +36.5% | -17.5% | +9.5% |
| 6M | +19.1% | +36.5% | -17.5% | +9.5% |
| YTD | +19.1% | +36.5% | -17.5% | +9.5% |
| 1Y | +23.4% | +63.0% | -39.6% | +8.3% |
| 3Y | +163.4% | +206.7% | -43.3% | +82.2% |
| 5Y | +124.8% | +18.4% | +106.5% | +89.5% |
| All | +558.8% | +19.3% | +539.5% | +366.3% |
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