+8,261.0%
MTB vs WSM
+34,818.5%
-26,557.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +2.8% | +2.6% | +0.2% | +2.3% |
| 30D | -4.2% | -9.5% | +5.3% | -2.6% |
| 3M | +7.8% | +12.9% | -5.1% | +5.5% |
| 6M | +14.8% | +23.0% | -8.2% | +10.6% |
| YTD | +20.8% | +28.9% | -8.1% | +15.3% |
| 1Y | +23.1% | +13.7% | +9.4% | +19.9% |
| 3Y | +114.8% | +232.6% | -117.8% | +70.5% |
| 5Y | +103.3% | +185.9% | -82.6% | +61.7% |
| 10Y | +173.0% | +998.6% | -825.6% | +66.3% |
| All | +8,261.0% | +34,818.5% | -26,557.6% | +3,645.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling