+295.2%
WBD vs MCO
+1,231.6%
-936.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.2% |
| 7D | -0.7% | -3.8% | +3.0% | +0.7% |
| 30D | +1.4% | -0.4% | +1.8% | +1.4% |
| 3M | +4.4% | +7.7% | -3.3% | +0.8% |
| 6M | +0.8% | +7.0% | -6.2% | -2.8% |
| YTD | -2.7% | -6.4% | +3.7% | -1.8% |
| 1Y | +73.4% | -7.6% | +81.0% | +74.9% |
| 3Y | +142.1% | +43.2% | +98.9% | +107.2% |
| 5Y | +7.2% | +29.6% | -22.3% | -5.3% |
| 10Y | +14.2% | +389.2% | -375.0% | -40.9% |
| All | +295.2% | +1,231.6% | -936.3% | +15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling