+4.2%
WBD vs MSI
+97.7%
-93.5%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.5% |
| 7D | -1.7% | -4.0% | +2.3% | -0.3% |
| 30D | +3.9% | -0.5% | +4.3% | +4.0% |
| 3M | +5.1% | +11.4% | -6.3% | +0.9% |
| 6M | +0.6% | +1.0% | -0.4% | -0.4% |
| YTD | -3.2% | +20.7% | -23.8% | -11.0% |
| 1Y | +127.7% | -2.7% | +130.3% | +128.3% |
| 3Y | +146.6% | +68.2% | +78.4% | +91.3% |
| 5Y | +4.2% | +100.0% | -95.8% | -31.9% |
| All | +4.2% | +97.7% | -93.5% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling