+36.1%
WAT vs MTB
+67.9%
-31.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.9% | +3.3% |
| 7D | +6.0% | -0.8% | +6.8% | +6.4% |
| 30D | +9.9% | +2.4% | +7.5% | +8.9% |
| 3M | +17.2% | -10.5% | +27.7% | +22.0% |
| 6M | +34.2% | +6.4% | +27.8% | +30.6% |
| YTD | +25.5% | +12.8% | +12.7% | +19.4% |
| 1Y | +28.3% | +23.3% | +5.0% | +18.1% |
| 3Y | +88.4% | +108.2% | -19.9% | +41.6% |
| 5Y | +36.1% | +68.6% | -32.4% | +11.4% |
| All | +36.1% | +67.9% | -31.8% | +11.4% |
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 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