-5.1%
WAT vs MTB
+102.5%
-107.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -0.7% | +2.8% | -3.5% | -1.7% |
| 30D | -1.0% | -4.2% | +3.2% | +0.5% |
| 3M | +10.9% | +7.8% | +3.1% | +7.7% |
| 6M | +33.2% | +14.8% | +18.4% | +26.4% |
| YTD | +6.1% | +20.8% | -14.7% | -1.2% |
| 1Y | +30.2% | +23.1% | +7.1% | +20.3% |
| 3Y | +52.9% | +114.8% | -62.0% | +15.5% |
| 5Y | -5.1% | +103.3% | -108.4% | -22.5% |
| All | -5.1% | +102.5% | -107.6% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling