+10,726.6%
WAT vs MTB
+2,485.8%
+8,240.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.3% | +1.7% | -3.0% | -1.8% |
| 30D | +2.3% | -4.2% | +6.5% | +3.7% |
| 3M | +8.7% | +8.9% | -0.1% | +5.8% |
| 6M | +28.3% | +10.9% | +17.4% | +24.1% |
| YTD | +7.8% | +21.5% | -13.7% | +1.2% |
| 1Y | +36.6% | +21.9% | +14.7% | +27.9% |
| 3Y | +45.7% | +109.2% | -63.6% | +14.2% |
| 5Y | -3.3% | +102.0% | -105.3% | -25.1% |
| 10Y | +162.1% | +171.9% | -9.8% | +73.3% |
| All | +10,726.6% | +2,485.8% | +8,240.8% | +3,816.2% |
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 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