+13.7%
WBD vs MSCI
+615.8%
-602.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -1.7% | -1.1% | -0.6% | -1.4% |
| 30D | +3.9% | -1.2% | +5.0% | +4.2% |
| 3M | +5.1% | -8.4% | +13.5% | +7.6% |
| 6M | +0.6% | -1.0% | +1.6% | -0.2% |
| YTD | -3.2% | -2.3% | -0.9% | -4.1% |
| 1Y | +127.7% | -1.2% | +128.8% | +124.0% |
| 3Y | +146.6% | +7.9% | +138.6% | +133.8% |
| 5Y | +4.2% | -10.1% | +14.2% | -0.1% |
| 10Y | +13.7% | +631.0% | -617.3% | -31.3% |
| All | +13.7% | +615.8% | -602.1% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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