+110.2%
MTB vs WST
+456.5%
-346.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | +1.5% | +4.2% | -2.7% | +0.9% |
| 30D | +2.3% | +11.2% | -8.9% | +0.6% |
| 3M | -12.1% | +20.4% | -32.5% | -14.8% |
| 6M | +9.8% | +37.9% | -28.1% | +3.9% |
| YTD | +12.0% | +51.8% | -39.8% | +3.9% |
| 1Y | +22.0% | +56.6% | -34.6% | +12.6% |
| 3Y | +107.6% | +24.2% | +83.4% | +89.9% |
| 5Y | +61.9% | +0.7% | +61.2% | +51.0% |
| All | +110.2% | +456.5% | -346.3% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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