+29,035.9%
WM vs MTB
+7,606.4%
+21,429.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +0.8% | -2.0% | +2.7% | +1.2% |
| 30D | +13.8% | +0.1% | +13.7% | +13.8% |
| 3M | +6.4% | -12.1% | +18.5% | +9.7% |
| 6M | +13.2% | +7.3% | +5.9% | +11.1% |
| YTD | +10.8% | +11.5% | -0.8% | +7.4% |
| 1Y | +20.2% | +21.3% | -1.1% | +14.1% |
| 3Y | +46.5% | +104.1% | -57.7% | +19.5% |
| 5Y | +61.3% | +61.8% | -0.6% | +35.4% |
| 10Y | +324.8% | +115.4% | +209.4% | +210.4% |
| All | +29,035.9% | +7,606.4% | +21,429.5% | +10,076.5% |
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