+17.8%
WBD vs MAS
+15.9%
+1.9%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -1.9% | +15.6% | +14.8% |
| 7D | +13.7% | -1.9% | +15.6% | +14.8% |
| 30D | +13.7% | -1.9% | +15.6% | +14.8% |
| 3M | +13.7% | -1.9% | +15.6% | +14.8% |
| 6M | +13.3% | +16.9% | -3.6% | +1.3% |
| YTD | +7.4% | +9.3% | -1.9% | -1.6% |
| 1Y | +63.0% | -0.9% | +63.9% | +59.0% |
| 3Y | +206.7% | +38.2% | +168.6% | +129.7% |
| All | +17.8% | +15.9% | +1.9% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling