+512.7%
WPM vs MTB
+172.9%
+339.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.7% |
| 7D | -3.6% | -0.4% | -3.2% | -3.6% |
| 30D | +12.5% | -4.6% | +17.1% | +12.5% |
| 3M | +40.6% | +7.4% | +33.2% | +40.4% |
| 6M | +0.5% | +18.7% | -18.1% | +0.2% |
| YTD | +29.0% | +21.1% | +8.0% | +28.6% |
| 1Y | +43.8% | +24.1% | +19.7% | +43.3% |
| 3Y | +266.3% | +115.3% | +150.9% | +262.0% |
| 5Y | +255.1% | +106.0% | +149.1% | +255.1% |
| All | +512.7% | +172.9% | +339.8% | +548.4% |
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