-39.2%
WDC vs MTB
+4.9%
-44.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.2% | +8.5% | +8.3% |
| 7D | -3.2% | -2.0% | -1.3% | -4.4% |
| 30D | -19.0% | +0.1% | -19.2% | -18.9% |
| 3M | -28.4% | -12.1% | -16.3% | -34.2% |
| 6M | -39.2% | +7.3% | -46.5% | -36.7% |
| All | -39.2% | +4.9% | -44.1% | -36.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling