+48.9%
MSFT vs WBD
+144.6%
-95.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.4% |
| 7D | -1.0% | -1.7% | +0.7% | -0.9% |
| 30D | -2.7% | +3.9% | -6.5% | -3.0% |
| 3M | +22.1% | +5.1% | +17.0% | +21.6% |
| 6M | +20.6% | +0.6% | +20.0% | +20.5% |
| YTD | +2.3% | -3.2% | +5.5% | +2.5% |
| 1Y | -0.5% | +127.7% | -128.2% | -7.6% |
| All | +48.9% | +144.6% | -95.7% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling