+17,845.4%
WDC vs MTB
+8,294.1%
+9,551.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.1% | +6.0% | +5.9% |
| 7D | +1.7% | +1.7% | 0.0% | +0.8% |
| 30D | -10.0% | -4.2% | -5.8% | -8.0% |
| 3M | -18.8% | +8.9% | -27.6% | -22.8% |
| 6M | +79.0% | +10.9% | +68.2% | +68.2% |
| YTD | +171.6% | +21.5% | +150.1% | +143.8% |
| 1Y | +417.4% | +21.9% | +395.5% | +361.2% |
| 3Y | +1,251.8% | +109.2% | +1,142.5% | +798.3% |
| 5Y | +911.7% | +102.0% | +809.7% | +564.0% |
| 10Y | +1,399.6% | +171.9% | +1,227.7% | +704.3% |
| All | +17,845.4% | +8,294.1% | +9,551.3% | +2,429.6% |
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