+330.3%
WM vs MTB
+115.1%
+215.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +3.2% | +1.5% | +1.7% | +2.9% |
| 30D | +13.0% | +2.3% | +10.7% | +12.5% |
| 3M | +9.2% | -12.1% | +21.4% | +12.1% |
| 6M | +13.6% | +9.8% | +3.8% | +11.3% |
| YTD | +12.4% | +12.0% | +0.4% | +9.4% |
| 1Y | +21.2% | +22.0% | -0.8% | +15.8% |
| 3Y | +48.7% | +107.6% | -58.9% | +23.6% |
| 5Y | +61.9% | +61.9% | 0.0% | +38.7% |
| All | +330.3% | +115.1% | +215.2% | +237.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling