+108.9%
MTB vs WST
+449.7%
-340.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | 0.0% | +4.9% | -4.9% | -0.8% |
| 30D | +0.8% | +10.7% | -9.8% | -0.8% |
| 3M | -12.8% | +16.8% | -29.6% | -15.0% |
| 6M | +6.7% | +32.0% | -25.3% | +1.7% |
| YTD | +11.3% | +49.9% | -38.6% | +3.5% |
| 1Y | +20.2% | +50.6% | -30.5% | +11.6% |
| 3Y | +103.8% | +21.4% | +82.3% | +87.2% |
| 5Y | +60.9% | -0.6% | +61.4% | +50.4% |
| All | +108.9% | +449.7% | -340.8% | +16.8% |
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