+284.0%
WBD vs MSI
+600.9%
-316.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.7% | -0.3% |
| 7D | +1.0% | -10.4% | +11.4% | +4.8% |
| 30D | -0.7% | -9.6% | +8.8% | +2.6% |
| 3M | -2.7% | -6.6% | +4.0% | -0.9% |
| 6M | +18.2% | +0.7% | +17.5% | +16.8% |
| YTD | -5.5% | +2.6% | -8.1% | -7.1% |
| 1Y | +200.3% | -2.5% | +202.8% | +198.6% |
| 3Y | +120.0% | +40.5% | +79.5% | +89.9% |
| 5Y | -25.9% | +106.3% | -132.3% | -45.3% |
| 10Y | -6.0% | +552.1% | -558.1% | -55.3% |
| All | +284.0% | +600.9% | -316.9% | +34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling