+161.3%
WBD vs MSCI
+2,756.4%
-2,595.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.5% |
| 3M | +4.6% | -7.1% | +11.7% | +6.7% |
| 6M | +1.1% | +0.8% | +0.2% | -0.4% |
| YTD | -2.0% | +1.0% | -3.0% | -4.0% |
| 1Y | +140.0% | +4.3% | +135.7% | +131.7% |
| 3Y | +144.4% | +9.9% | +134.4% | +129.8% |
| 5Y | -0.2% | -6.8% | +6.5% | -2.6% |
| 10Y | +9.1% | +614.7% | -605.5% | -52.3% |
| All | +161.3% | +2,756.4% | -2,595.1% | -39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling