+142.7%
WBD vs MAS
+29.0%
+113.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.2% |
| 7D | -1.8% | -0.8% | -1.1% | -1.5% |
| 30D | +8.8% | -5.6% | +14.3% | +11.3% |
| 3M | +4.6% | +4.4% | +0.2% | +0.7% |
| 6M | +1.1% | +7.2% | -6.1% | -5.2% |
| YTD | -2.0% | +16.1% | -18.1% | -13.5% |
| 1Y | +140.0% | +0.1% | +139.9% | +133.1% |
| All | +142.7% | +29.0% | +113.7% | +82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling