+170.1%
MTB vs WCN
+235.9%
-65.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | 0.0% | -3.1% | +3.1% | +1.5% |
| 30D | -4.8% | -3.4% | -1.4% | -3.3% |
| 3M | +6.0% | +3.0% | +3.0% | +4.2% |
| 6M | +19.6% | -3.8% | +23.4% | +20.9% |
| YTD | +21.5% | -8.3% | +29.8% | +25.2% |
| 1Y | +24.7% | -9.7% | +34.5% | +29.2% |
| 3Y | +108.6% | +17.2% | +91.4% | +83.9% |
| 5Y | +106.7% | +25.3% | +81.4% | +71.9% |
| All | +170.1% | +235.9% | -65.8% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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