+11.4%
WBD vs MCO
+393.6%
-382.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.3% |
| 7D | -0.7% | -3.8% | +3.0% | +1.0% |
| 30D | +1.4% | -0.4% | +1.8% | +1.4% |
| 3M | +4.4% | +7.7% | -3.3% | -0.1% |
| 6M | +0.8% | +7.0% | -6.2% | -3.6% |
| YTD | -2.7% | -6.4% | +3.7% | -1.6% |
| 1Y | +73.4% | -7.6% | +81.0% | +75.3% |
| 3Y | +142.1% | +43.2% | +98.9% | +98.9% |
| 5Y | +7.2% | +29.6% | -22.3% | -10.5% |
| All | +11.4% | +393.6% | -382.3% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling