+26,336.4%
WM vs MTB
+8,294.1%
+18,042.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.3% | +1.7% | -2.0% | -0.7% |
| 30D | -2.4% | -4.2% | +1.8% | -1.4% |
| 3M | +0.4% | +8.9% | -8.4% | -1.7% |
| 6M | -9.5% | +10.9% | -20.4% | -11.9% |
| YTD | +0.5% | +21.5% | -21.0% | -4.5% |
| 1Y | -1.1% | +21.9% | -23.0% | -6.3% |
| 3Y | +46.0% | +109.2% | -63.2% | +18.2% |
| 5Y | +51.8% | +102.0% | -50.2% | +20.1% |
| 10Y | +307.5% | +171.9% | +135.6% | +180.6% |
| All | +26,336.4% | +8,294.1% | +18,042.3% | +8,947.5% |
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