+11,850.9%
WDC vs MTB
+7,592.0%
+4,258.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +16.3% | 0.0% | +16.3% | +16.4% |
| 30D | -18.3% | +0.8% | -19.1% | -18.5% |
| 3M | -31.4% | -12.8% | -18.7% | -26.6% |
| 6M | -36.3% | +6.7% | -43.0% | -39.0% |
| YTD | +80.8% | +11.3% | +69.5% | +69.6% |
| 1Y | +87.7% | +20.2% | +67.5% | +69.0% |
| 3Y | +819.4% | +103.8% | +715.7% | +523.1% |
| 5Y | +583.2% | +60.9% | +522.3% | +404.4% |
| 10Y | +689.8% | +115.0% | +574.8% | +376.4% |
| All | +11,850.9% | +7,592.0% | +4,258.9% | +1,659.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling