+12.0%
WBD vs MSI
+601.8%
-589.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | +0.7% |
| 7D | -0.6% | -1.8% | +1.2% | +0.1% |
| 30D | +4.2% | -0.6% | +4.8% | +4.4% |
| 3M | +7.5% | +13.0% | -5.5% | +2.3% |
| 6M | +1.6% | +0.5% | +1.1% | +0.5% |
| YTD | -2.2% | +21.7% | -23.9% | -10.6% |
| 1Y | +124.9% | -2.6% | +127.5% | +124.2% |
| 3Y | +149.1% | +69.7% | +79.5% | +95.3% |
| 5Y | +7.8% | +102.8% | -95.0% | -23.3% |
| All | +12.0% | +601.8% | -589.8% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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