+769.0%
MTB vs WCC
+1,713.7%
-944.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -1.2% |
| 7D | +1.7% | +4.5% | -2.7% | +0.5% |
| 30D | -4.2% | -5.8% | +1.6% | -2.8% |
| 3M | +8.9% | -3.7% | +12.5% | +8.9% |
| 6M | +10.9% | +23.1% | -12.2% | +2.8% |
| YTD | +21.5% | +44.2% | -22.7% | +7.5% |
| 1Y | +21.9% | +62.1% | -40.2% | +3.9% |
| 3Y | +109.2% | +121.1% | -11.9% | +58.0% |
| 5Y | +102.0% | +214.0% | -112.0% | +33.8% |
| 10Y | +171.9% | +472.8% | -300.9% | +42.8% |
| All | +769.0% | +1,713.7% | -944.8% | +205.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling