+319.6%
WM vs MTB
+120.2%
+199.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +1.2% | -0.7% | +1.8% | +1.3% |
| 30D | +13.7% | +1.4% | +12.2% | +13.3% |
| 3M | +5.2% | -11.6% | +16.8% | +7.9% |
| 6M | +11.2% | +5.4% | +5.8% | +9.8% |
| YTD | +9.4% | +11.7% | -2.3% | +6.5% |
| 1Y | +20.4% | +20.5% | -0.2% | +15.3% |
| 3Y | +44.7% | +104.5% | -59.8% | +20.7% |
| 5Y | +58.5% | +65.1% | -6.6% | +35.0% |
| All | +319.6% | +120.2% | +199.5% | +229.7% |
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