+298.2%
WBD vs MAS
+308.6%
-10.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.1% |
| 7D | -1.8% | -0.8% | -1.1% | -1.6% |
| 30D | +8.8% | -5.6% | +14.3% | +11.0% |
| 3M | +4.6% | +4.4% | +0.2% | +1.8% |
| 6M | +1.1% | +7.2% | -6.1% | -3.6% |
| YTD | -2.0% | +16.1% | -18.1% | -9.9% |
| 1Y | +140.0% | +0.1% | +139.9% | +133.4% |
| 3Y | +144.4% | +28.3% | +116.1% | +115.4% |
| 5Y | -0.2% | +30.5% | -30.7% | -12.8% |
| 10Y | +9.1% | +139.1% | -130.0% | -25.7% |
| All | +298.2% | +308.6% | -10.4% | +76.8% |
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