+1.0%
WBD vs MSCI
-6.7%
+7.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -1.8% | +0.4% | -2.2% | -2.0% |
| 30D | +8.8% | +0.6% | +8.2% | +8.4% |
| 3M | +4.6% | -7.1% | +11.7% | +7.3% |
| 6M | +1.1% | +0.8% | +0.2% | -1.1% |
| YTD | -2.0% | +1.0% | -3.0% | -5.1% |
| 1Y | +140.0% | +4.3% | +135.7% | +127.2% |
| 3Y | +144.4% | +9.9% | +134.4% | +120.9% |
| All | +1.0% | -6.7% | +7.8% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling