+10.5%
WBD vs MTB
+59.3%
-48.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.5% | +19.3% | +20.2% | +24.5% |
| 7D | +39.5% | +19.3% | +20.2% | +24.5% |
| 30D | +39.5% | +19.3% | +20.2% | +24.5% |
| 3M | +39.5% | +19.3% | +20.2% | +24.5% |
| 6M | +39.5% | +19.3% | +20.2% | +24.5% |
| YTD | +39.5% | +19.3% | +20.2% | +24.5% |
| 1Y | +63.0% | +15.4% | +47.6% | +48.4% |
| 3Y | +206.7% | +94.1% | +112.6% | +96.1% |
| All | +10.5% | +59.3% | -48.8% | -25.5% |
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