+1.7%
WBD vs MAS
+14.7%
-13.0%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.8% | +2.3% |
| 7D | +0.5% | -7.7% | +8.3% | +5.4% |
| 30D | -1.3% | +15.8% | -17.2% | -11.2% |
| 3M | -0.3% | -3.7% | +3.4% | +0.4% |
| 6M | +19.3% | +9.7% | +9.6% | +8.6% |
| YTD | -6.5% | +8.4% | -14.8% | -13.7% |
| 1Y | +215.7% | +12.1% | +203.6% | +178.6% |
| 3Y | +118.7% | +37.1% | +81.6% | +63.2% |
| All | +1.7% | +14.7% | -13.0% | -24.5% |
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