-0.8%
MSFT vs WBD
+130.2%
-131.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | +0.1% |
| 7D | -3.5% | -0.6% | -2.9% | -3.4% |
| 30D | -2.1% | +4.2% | -6.2% | -2.2% |
| 3M | +24.2% | +7.5% | +16.7% | +23.7% |
| 6M | +21.9% | +1.6% | +20.3% | +21.9% |
| YTD | +2.5% | -2.2% | +4.6% | +2.6% |
| 1Y | -0.8% | +124.9% | -125.7% | -4.1% |
| All | -0.8% | +130.2% | -131.0% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling