+18.9%
WBD vs MAS
+156.7%
-137.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | -3.7% | +17.9% | +16.1% |
| 7D | +14.2% | -3.7% | +17.9% | +16.1% |
| 30D | +14.2% | -3.7% | +17.9% | +16.1% |
| 3M | +14.2% | -3.7% | +17.9% | +16.1% |
| 6M | +13.3% | +16.9% | -3.6% | +2.9% |
| YTD | +7.4% | +9.3% | -1.9% | -0.1% |
| 1Y | +63.0% | -0.9% | +63.9% | +59.4% |
| 3Y | +206.7% | +38.2% | +168.6% | +148.4% |
| 5Y | +18.4% | +34.6% | -16.2% | -4.1% |
| All | +18.9% | +156.7% | -137.8% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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