+863.9%
MTB vs WCN
+6,623.4%
-5,759.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | 0.0% | -3.1% | +3.1% | +0.8% |
| 30D | -4.8% | -3.4% | -1.4% | -4.0% |
| 3M | +6.0% | +3.0% | +3.0% | +5.0% |
| 6M | +19.6% | -3.8% | +23.4% | +20.4% |
| YTD | +21.5% | -8.3% | +29.8% | +23.6% |
| 1Y | +24.7% | -9.7% | +34.5% | +27.2% |
| 3Y | +108.6% | +17.2% | +91.4% | +97.6% |
| 5Y | +106.7% | +25.3% | +81.4% | +91.4% |
| 10Y | +172.5% | +235.4% | -62.9% | +99.9% |
| All | +863.9% | +6,623.4% | -5,759.5% | +392.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling