+33.1%
MTB vs WETO
-99.4%
+132.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.8% | +0.3% |
| 7D | 0.0% | -4.3% | +4.3% | 0.0% |
| 30D | -4.8% | -39.9% | +35.1% | -4.8% |
| 3M | +6.0% | -97.9% | +103.8% | +6.7% |
| 6M | +19.6% | -95.0% | +114.7% | +19.2% |
| YTD | +21.5% | -97.2% | +118.6% | +21.4% |
| 1Y | +24.7% | -98.9% | +123.6% | +25.4% |
| All | +33.1% | -99.4% | +132.5% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling