+608.2%
WDC vs MTB
+65.0%
+543.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.2% | +8.5% | +8.4% |
| 7D | -3.2% | -2.0% | -1.3% | -2.1% |
| 30D | -19.0% | +0.1% | -19.2% | -18.9% |
| 3M | -28.4% | -12.1% | -16.3% | -24.0% |
| 6M | -39.2% | +7.3% | -46.5% | -42.0% |
| YTD | +82.1% | +11.5% | +70.5% | +70.7% |
| 1Y | +84.7% | +21.3% | +63.4% | +66.0% |
| 3Y | +825.6% | +104.1% | +721.5% | +548.6% |
| 5Y | +608.2% | +61.8% | +546.3% | +449.1% |
| All | +608.2% | +65.0% | +543.2% | +449.1% |
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 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