+105.1%
MTB vs WCN
+26.9%
+78.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | +1.1% | -1.7% | +2.8% | +1.6% |
| 30D | -4.6% | -3.0% | -1.6% | -3.8% |
| 3M | +6.3% | +2.5% | +3.7% | +5.3% |
| 6M | +15.6% | -5.7% | +21.3% | +17.3% |
| YTD | +20.6% | -7.4% | +28.0% | +22.8% |
| 1Y | +22.5% | -8.6% | +31.2% | +25.2% |
| 3Y | +114.4% | +19.4% | +95.0% | +95.1% |
| All | +105.1% | +26.9% | +78.3% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling