+1,394.6%
WDC vs MTB
+112.6%
+1,282.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +7.5% | +1.1% | +6.4% | +7.0% |
| 30D | +10.1% | -4.6% | +14.7% | +12.3% |
| 3M | -6.8% | +6.3% | -13.1% | -10.1% |
| 6M | +84.1% | +15.6% | +68.5% | +70.1% |
| YTD | +180.3% | +20.6% | +159.7% | +154.3% |
| 1Y | +411.1% | +22.5% | +388.6% | +359.3% |
| All | +1,394.6% | +112.6% | +1,282.0% | +1,061.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling