+169.2%
MTB vs WCC
+518.6%
-349.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.7% | +1.6% |
| 7D | -0.4% | +1.7% | -2.1% | -1.1% |
| 30D | -4.6% | -6.1% | +1.5% | -2.7% |
| 3M | +7.4% | +3.1% | +4.3% | +4.6% |
| 6M | +18.7% | +28.2% | -9.6% | +4.9% |
| YTD | +21.1% | +41.1% | -20.0% | +2.6% |
| 1Y | +24.1% | +61.3% | -37.2% | -1.1% |
| 3Y | +115.3% | +123.6% | -8.3% | +41.7% |
| 5Y | +106.0% | +214.8% | -108.8% | +9.4% |
| All | +169.2% | +518.6% | -349.4% | -9.0% |
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