+55.3%
WAT vs MTB
+119.8%
-64.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.3% | +1.7% | -3.0% | -2.0% |
| 30D | +2.3% | -4.2% | +6.5% | +4.1% |
| 3M | +8.7% | +8.9% | -0.1% | +4.7% |
| 6M | +28.3% | +10.9% | +17.4% | +22.4% |
| YTD | +7.8% | +21.5% | -13.7% | -1.0% |
| 1Y | +36.6% | +21.9% | +14.7% | +25.0% |
| All | +55.3% | +119.8% | -64.5% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling