+6.7%
WBD vs MAR
+152.9%
-146.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -1.3% |
| 7D | -1.7% | -0.5% | -1.2% | -1.4% |
| 30D | +3.9% | -4.7% | +8.5% | +7.2% |
| 3M | +5.1% | -15.6% | +20.7% | +16.9% |
| 6M | +0.6% | +1.2% | -0.6% | -2.8% |
| YTD | -3.2% | +7.5% | -10.7% | -11.5% |
| 1Y | +127.7% | +26.6% | +101.0% | +81.8% |
| 3Y | +146.6% | +66.0% | +80.6% | +59.4% |
| All | +6.7% | +152.9% | -146.2% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling