+43.8%
WPM vs MTB
+22.5%
+21.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.7% |
| 7D | -3.6% | -0.4% | -3.2% | -3.5% |
| 30D | +12.5% | -4.6% | +17.1% | +13.0% |
| 3M | +40.6% | +7.4% | +33.2% | +36.9% |
| 6M | +0.5% | +18.7% | -18.1% | -4.4% |
| YTD | +29.0% | +21.1% | +8.0% | +20.9% |
| 1Y | +43.8% | +24.1% | +19.7% | +35.7% |
| All | +43.8% | +22.5% | +21.3% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling