+1.6%
WBD vs MRSH
+0.1%
+1.5%
-9.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +1.0% |
| 7D | -0.6% | -5.9% | +5.3% | -0.7% |
| 30D | +4.2% | -7.3% | +11.5% | +4.0% |
| 3M | +7.5% | +6.7% | +0.8% | +8.0% |
| 6M | +1.6% | +3.0% | -1.4% | +2.2% |
| All | +1.6% | +0.1% | +1.5% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 6mo: compounded portfolio wealth divided by compounded MRSH 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…
6mo analysis · Full analysis span regression · 6 months rolling