+148.4%
WBD vs MSI
+69.3%
+79.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | -0.7% | -5.8% | +5.0% | +0.9% |
| 30D | +5.0% | -1.0% | +6.0% | +5.2% |
| 3M | +6.2% | +14.2% | -7.9% | +2.2% |
| 6M | +0.6% | +1.0% | -0.4% | +0.1% |
| YTD | -2.4% | +21.5% | -23.9% | -9.5% |
| 1Y | +127.7% | -2.1% | +129.8% | +130.6% |
| 3Y | +148.4% | +69.3% | +79.1% | +80.7% |
| All | +148.4% | +69.3% | +79.1% | +80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling