-1.6%
WBD vs MSI
+241.1%
-242.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.7% |
| 7D | +5.2% | +1.6% | +3.6% | +4.5% |
| 30D | +9.5% | +4.2% | +5.2% | +7.5% |
| 3M | -3.4% | +9.4% | -12.8% | -7.1% |
| 6M | -22.0% | +30.2% | -52.1% | -30.3% |
| YTD | -7.2% | +49.4% | -56.6% | -22.4% |
| 1Y | +28.0% | +52.3% | -24.3% | +6.1% |
| 3Y | -13.9% | +107.5% | -121.4% | -35.7% |
| All | -1.6% | +241.1% | -242.7% | -34.4% |
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