+296.4%
WBD vs MAR
+1,167.1%
-870.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.7% |
| 7D | -0.7% | -1.7% | +1.0% | +0.1% |
| 30D | +5.0% | -6.9% | +11.9% | +8.7% |
| 3M | +6.2% | -15.8% | +22.1% | +14.8% |
| 6M | +0.6% | +1.9% | -1.3% | -1.6% |
| YTD | -2.4% | +6.6% | -9.0% | -7.1% |
| 1Y | +127.7% | +23.7% | +104.0% | +100.6% |
| 3Y | +148.4% | +64.6% | +83.8% | +92.3% |
| 5Y | +4.2% | +156.4% | -152.1% | -34.3% |
| 10Y | +10.8% | +415.4% | -404.6% | -53.5% |
| All | +296.4% | +1,167.1% | -870.7% | -6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling