+103.6%
MTB vs WST
+16.9%
+86.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.1% |
| 7D | -1.3% | -3.1% | +1.8% | -1.1% |
| 30D | +0.5% | +9.1% | -8.6% | -0.1% |
| 3M | -12.4% | +14.7% | -27.1% | -13.3% |
| 6M | +1.5% | +28.0% | -26.5% | -0.5% |
| YTD | +10.3% | +45.6% | -35.4% | +6.7% |
| 1Y | +22.2% | +45.7% | -23.5% | +18.2% |
| All | +103.6% | +16.9% | +86.6% | +79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling