+72.3%
MSFT vs WBD
+3.7%
+68.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.4% |
| 7D | -1.0% | -1.7% | +0.7% | -0.8% |
| 30D | -2.7% | +3.9% | -6.5% | -3.1% |
| 3M | +22.1% | +5.1% | +17.0% | +21.3% |
| 6M | +20.6% | +0.6% | +20.0% | +20.4% |
| YTD | +2.3% | -3.2% | +5.5% | +2.6% |
| 1Y | -0.5% | +127.7% | -128.2% | -11.1% |
| 3Y | +50.5% | +146.6% | -96.0% | +28.7% |
| 5Y | +72.3% | +4.2% | +68.2% | +62.1% |
| All | +72.3% | +3.7% | +68.6% | +62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling