+4,464.3%
WEC vs MTB
+7,638.9%
-3,174.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | +2.3% | +1.5% | +0.8% | +2.1% |
| 30D | +11.1% | +2.3% | +8.7% | +10.7% |
| 3M | +8.4% | -12.1% | +20.6% | +10.6% |
| 6M | +7.5% | +9.8% | -2.3% | +5.8% |
| YTD | +15.3% | +12.0% | +3.3% | +13.0% |
| 1Y | +9.7% | +22.0% | -12.3% | +6.0% |
| 3Y | +64.7% | +107.6% | -42.9% | +44.4% |
| 5Y | +57.3% | +61.9% | -4.6% | +41.3% |
| 10Y | +195.9% | +116.3% | +79.6% | +141.0% |
| All | +4,464.3% | +7,638.9% | -3,174.6% | +2,205.9% |
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