+40.8%
WEC vs MTB
+118.5%
-77.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.1% |
| 7D | +0.8% | +2.8% | -2.0% | +0.4% |
| 30D | +0.3% | -4.2% | +4.5% | +0.9% |
| 3M | -2.9% | +7.8% | -10.7% | -4.0% |
| 6M | -5.9% | +14.8% | -20.7% | -7.7% |
| YTD | +4.1% | +20.8% | -16.6% | +1.2% |
| 1Y | +3.1% | +23.1% | -20.0% | -0.2% |
| 3Y | +40.8% | +114.8% | -74.1% | +17.4% |
| All | +40.8% | +118.5% | -77.8% | +17.4% |
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