+4,092.2%
WAB vs MTB
+2,949.8%
+1,142.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -3.2% | +1.7% | -4.9% | -4.0% |
| 30D | -4.4% | -4.2% | -0.3% | -2.5% |
| 3M | +7.9% | +8.9% | -1.0% | +3.4% |
| 6M | +8.7% | +10.9% | -2.2% | +3.4% |
| YTD | +33.0% | +21.5% | +11.5% | +20.8% |
| 1Y | +46.7% | +21.9% | +24.7% | +32.8% |
| 3Y | +153.0% | +109.2% | +43.7% | +73.2% |
| 5Y | +222.3% | +102.0% | +120.3% | +115.9% |
| 10Y | +291.0% | +171.9% | +119.1% | +119.9% |
| All | +4,092.2% | +2,949.8% | +1,142.4% | +1,251.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling