+161.8%
WAT vs MTB
+172.9%
-11.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -2.9% | -0.4% | -2.4% | -2.7% |
| 30D | -3.2% | -4.6% | +1.4% | -1.8% |
| 3M | +10.6% | +7.4% | +3.2% | +7.8% |
| 6M | +34.0% | +18.7% | +15.4% | +26.4% |
| YTD | +5.7% | +21.1% | -15.3% | -0.9% |
| 1Y | +37.1% | +24.1% | +13.0% | +27.1% |
| 3Y | +52.4% | +115.3% | -63.0% | +17.1% |
| 5Y | -4.4% | +106.0% | -110.4% | -27.0% |
| All | +161.8% | +172.9% | -11.1% | +76.2% |
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