+3.6%
WBD vs MTB
+104.1%
-100.5%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | +1.4% | -4.8% | +6.2% | +4.4% |
| 3M | +4.4% | +6.0% | -1.6% | +0.3% |
| 6M | +0.8% | +19.6% | -18.8% | -10.7% |
| YTD | -2.7% | +21.5% | -24.2% | -15.3% |
| 1Y | +73.4% | +24.7% | +48.7% | +48.0% |
| 3Y | +142.1% | +108.6% | +33.6% | +45.2% |
| All | +3.6% | +104.1% | -100.5% | -41.0% |
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