+3,978.4%
WEC vs MTB
+8,294.1%
-4,315.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -0.3% | +1.7% | -2.0% | -0.5% |
| 30D | -1.3% | -4.2% | +2.9% | -0.6% |
| 3M | -3.9% | +8.9% | -12.8% | -5.3% |
| 6M | -8.3% | +10.9% | -19.2% | -9.9% |
| YTD | +3.1% | +21.5% | -18.4% | -0.3% |
| 1Y | +1.9% | +21.9% | -20.0% | -1.6% |
| 3Y | +41.9% | +109.2% | -67.3% | +24.2% |
| 5Y | +30.8% | +102.0% | -71.2% | +13.2% |
| 10Y | +141.9% | +171.9% | -30.0% | +89.9% |
| All | +3,978.4% | +8,294.1% | -4,315.7% | +1,934.6% |
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