+8,310.1%
MTB vs WST
+12,330.1%
-4,020.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +1.7% | +0.7% | +1.0% | +1.5% |
| 30D | -4.2% | -3.1% | -1.0% | -3.4% |
| 3M | +8.9% | +7.2% | +1.7% | +6.7% |
| 6M | +10.9% | +36.8% | -25.9% | +1.6% |
| YTD | +21.5% | +23.8% | -2.4% | +13.8% |
| 1Y | +21.9% | +37.8% | -15.9% | +10.4% |
| 3Y | +109.2% | -15.9% | +125.1% | +102.0% |
| 5Y | +102.0% | -25.8% | +127.8% | +95.7% |
| 10Y | +171.9% | +319.6% | -147.7% | +44.2% |
| All | +8,310.1% | +12,330.1% | -4,020.1% | +2,015.6% |
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