+110.2%
MTB vs WCC
+431.3%
-321.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.2% |
| 7D | +1.5% | +9.9% | -8.4% | -2.0% |
| 30D | +2.3% | -8.4% | +10.8% | +4.6% |
| 3M | -12.1% | -10.3% | -1.8% | -10.1% |
| 6M | +9.8% | -10.5% | +20.3% | +10.8% |
| YTD | +12.0% | +32.2% | -20.2% | -4.3% |
| 1Y | +22.0% | +25.5% | -3.5% | +6.3% |
| 3Y | +107.6% | +134.7% | -27.1% | +31.6% |
| 5Y | +61.9% | +139.9% | -78.1% | -5.3% |
| All | +110.2% | +431.3% | -321.1% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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