+528.4%
MTB vs WTW
+1,094.8%
-566.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +1.5% |
| 7D | +1.1% | -7.1% | +8.2% | +4.5% |
| 30D | -4.6% | -8.5% | +3.9% | -0.8% |
| 3M | +6.3% | +20.6% | -14.3% | -3.3% |
| 6M | +15.6% | +7.2% | +8.4% | +10.2% |
| YTD | +20.6% | -3.9% | +24.4% | +20.0% |
| 1Y | +22.5% | -3.6% | +26.1% | +21.5% |
| 3Y | +114.4% | +60.7% | +53.8% | +63.5% |
| 5Y | +101.9% | +42.2% | +59.7% | +61.6% |
| 10Y | +170.4% | +195.5% | -25.0% | +50.4% |
| All | +528.4% | +1,094.8% | -566.5% | +138.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling