+336.3%
WBD vs MAS
+284.8%
+51.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +36.9% | +10.7% | +26.3% | +32.6% |
| 7D | +36.9% | +10.7% | +26.3% | +32.6% |
| 30D | +36.9% | +10.7% | +26.3% | +32.6% |
| 3M | +36.9% | +10.7% | +26.3% | +32.6% |
| 6M | +36.9% | +10.7% | +26.3% | +32.6% |
| YTD | +36.9% | +10.7% | +26.3% | +32.6% |
| 1Y | +63.0% | -0.9% | +63.9% | +64.7% |
| 3Y | +206.7% | +38.2% | +168.6% | +172.9% |
| 5Y | +18.4% | +34.6% | -16.2% | +6.2% |
| 10Y | +11.8% | +133.2% | -121.4% | -20.2% |
| All | +336.3% | +284.8% | +51.5% | +105.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling