+21.9%
MTB vs WETO
-98.9%
+120.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -20.8% | +20.7% | -0.1% |
| 7D | +1.7% | -55.4% | +57.1% | +1.7% |
| 30D | -4.2% | -48.5% | +44.3% | -4.1% |
| 3M | +8.9% | -97.5% | +106.4% | +9.4% |
| 6M | +10.9% | -94.2% | +105.1% | +10.7% |
| YTD | +21.5% | -97.0% | +118.5% | +20.6% |
| 1Y | +21.9% | -98.9% | +120.8% | +21.3% |
| All | +21.9% | -98.9% | +120.8% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling