+28,547.2%
WM vs MTB
+7,521.0%
+21,026.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | +1.2% | -1.3% | +2.5% | +1.5% |
| 30D | +13.1% | +0.5% | +12.6% | +12.9% |
| 3M | +3.6% | -12.4% | +16.0% | +6.9% |
| 6M | +8.1% | +1.5% | +6.6% | +7.5% |
| YTD | +8.9% | +10.3% | -1.4% | +5.9% |
| 1Y | +20.3% | +22.2% | -1.9% | +14.0% |
| 3Y | +46.2% | +96.9% | -50.8% | +20.3% |
| 5Y | +59.9% | +64.3% | -4.4% | +33.7% |
| 10Y | +345.6% | +137.8% | +207.8% | +217.2% |
| All | +28,547.2% | +7,521.0% | +21,026.3% | +9,934.0% |
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 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