+170.1%
MTB vs WTW
+198.0%
-27.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | 0.0% | -5.7% | +5.7% | +2.8% |
| 30D | -4.8% | -7.3% | +2.5% | -1.5% |
| 3M | +6.0% | +21.5% | -15.5% | -4.3% |
| 6M | +19.6% | +9.6% | +10.0% | +12.5% |
| YTD | +21.5% | -3.3% | +24.8% | +20.8% |
| 1Y | +24.7% | -6.1% | +30.8% | +25.7% |
| 3Y | +108.6% | +61.8% | +46.7% | +52.3% |
| 5Y | +106.7% | +42.7% | +64.0% | +59.2% |
| All | +170.1% | +198.0% | -27.9% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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