+292.2%
WAB vs MTB
+173.8%
+118.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +0.9% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -4.1% | -4.8% | +0.7% | -1.5% |
| 3M | +8.2% | +6.0% | +2.2% | +4.6% |
| 6M | +15.4% | +19.6% | -4.2% | +4.7% |
| YTD | +33.1% | +21.5% | +11.7% | +19.5% |
| 1Y | +48.1% | +24.7% | +23.4% | +30.7% |
| 3Y | +167.7% | +108.6% | +59.2% | +74.0% |
| 5Y | +225.7% | +106.7% | +119.0% | +100.4% |
| All | +292.2% | +173.8% | +118.4% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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