+295.2%
WBD vs MOH
+561.7%
-266.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.5% | -0.9% |
| 7D | -0.7% | +1.7% | -2.5% | -1.0% |
| 30D | +1.4% | -0.9% | +2.3% | +1.5% |
| 3M | +4.4% | +5.7% | -1.3% | +3.0% |
| 6M | +0.8% | +39.1% | -38.3% | -5.6% |
| YTD | -2.7% | +17.7% | -20.4% | -7.5% |
| 1Y | +73.4% | +8.4% | +65.0% | +65.8% |
| 3Y | +142.1% | -36.6% | +178.7% | +146.5% |
| 5Y | +7.2% | -19.1% | +26.3% | +3.6% |
| 10Y | +14.2% | +262.8% | -248.6% | -20.9% |
| All | +295.2% | +561.7% | -266.4% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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