+108.6%
MTB vs WSM
+230.1%
-121.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.0% |
| 3M | +6.0% | +3.8% | +2.2% | +4.9% |
| 6M | +19.6% | +22.7% | -3.1% | +13.7% |
| YTD | +21.5% | +28.0% | -6.5% | +14.4% |
| 1Y | +24.7% | +12.7% | +12.0% | +20.3% |
| 3Y | +108.6% | +231.3% | -122.7% | +52.1% |
| All | +108.6% | +230.1% | -121.5% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling