+7,535.5%
MTB vs WST
+14,518.0%
-6,982.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.4% |
| 7D | -1.3% | -3.1% | +1.8% | -0.6% |
| 30D | +0.5% | +9.1% | -8.6% | -1.7% |
| 3M | -12.4% | +14.7% | -27.1% | -15.6% |
| 6M | +1.5% | +28.0% | -26.5% | -5.2% |
| YTD | +10.3% | +45.6% | -35.4% | -1.0% |
| 1Y | +22.2% | +45.7% | -23.5% | +9.6% |
| 3Y | +96.9% | +21.1% | +75.9% | +71.8% |
| 5Y | +64.3% | +0.3% | +64.0% | +46.6% |
| 10Y | +137.8% | +449.0% | -311.2% | +17.0% |
| All | +7,535.5% | +14,518.0% | -6,982.6% | +1,739.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling