+9.2%
WBD vs MSI
+555.2%
-546.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.5% | +17.5% | +22.0% | +30.7% |
| 7D | +39.5% | +17.5% | +22.0% | +30.7% |
| 30D | +39.5% | +17.5% | +22.0% | +30.7% |
| 3M | +39.5% | +17.5% | +22.0% | +30.7% |
| 6M | +39.5% | +17.5% | +22.0% | +30.7% |
| YTD | +39.5% | +17.5% | +22.0% | +30.7% |
| 1Y | +63.0% | +1.7% | +61.3% | +61.4% |
| 3Y | +206.7% | +72.1% | +134.6% | +141.5% |
| 5Y | +18.4% | +107.9% | -89.6% | -15.9% |
| All | +9.2% | +555.2% | -546.1% | -46.5% |
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