+11.4%
WBD vs MAR
+450.9%
-439.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.4% |
| 7D | -0.7% | -0.5% | -0.2% | -0.5% |
| 30D | +1.4% | -5.4% | +6.8% | +4.3% |
| 3M | +4.4% | -15.5% | +19.9% | +13.1% |
| 6M | +0.8% | +3.0% | -2.1% | -2.2% |
| YTD | -2.7% | +8.5% | -11.2% | -8.7% |
| 1Y | +73.4% | +26.0% | +47.5% | +49.2% |
| 3Y | +142.1% | +68.6% | +73.5% | +81.1% |
| 5Y | +7.2% | +157.4% | -150.2% | -33.9% |
| All | +11.4% | +450.9% | -439.5% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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