+170.1%
MTB vs WSM
+1,071.8%
-901.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | -4.8% | -7.7% | +2.9% | -2.9% |
| 3M | +6.0% | +3.8% | +2.2% | +4.8% |
| 6M | +19.6% | +22.7% | -3.1% | +13.3% |
| YTD | +21.5% | +28.0% | -6.5% | +13.8% |
| 1Y | +24.7% | +12.7% | +12.0% | +20.1% |
| 3Y | +108.6% | +231.3% | -122.7% | +47.9% |
| 5Y | +106.7% | +177.2% | -70.5% | +47.4% |
| All | +170.1% | +1,071.8% | -901.7% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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