+1,188.5%
WDC vs MTB
+173.8%
+1,014.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.2% |
| 7D | -4.3% | 0.0% | -4.3% | -4.3% |
| 30D | -1.5% | -4.8% | +3.3% | +1.0% |
| 3M | -15.5% | +6.0% | -21.4% | -18.8% |
| 6M | +66.5% | +19.6% | +46.8% | +49.5% |
| YTD | +159.9% | +21.5% | +138.4% | +131.7% |
| 1Y | +366.0% | +24.7% | +341.2% | +307.5% |
| 3Y | +1,285.8% | +108.6% | +1,177.2% | +800.3% |
| 5Y | +925.6% | +106.7% | +818.8% | +544.1% |
| All | +1,188.5% | +173.8% | +1,014.7% | +589.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling