+105.1%
MTB vs WU
-51.2%
+156.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | +1.1% | -4.9% | +6.0% | +2.9% |
| 30D | -4.6% | -1.3% | -3.3% | -4.3% |
| 3M | +6.3% | -3.6% | +9.8% | +5.8% |
| 6M | +15.6% | -24.3% | +39.9% | +26.2% |
| YTD | +20.6% | -21.1% | +41.6% | +29.1% |
| 1Y | +22.5% | -10.3% | +32.8% | +23.4% |
| 3Y | +114.4% | -28.4% | +142.8% | +132.5% |
| All | +105.1% | -51.2% | +156.4% | +164.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 5y: compounded portfolio wealth divided by compounded WU 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…
5y analysis · Full analysis span regression · 6 months rolling