+5,928.6%
WPM vs MTB
+321.2%
+5,607.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | +1.1% | +1.7% | -0.7% | +0.8% |
| 30D | +26.4% | -4.2% | +30.5% | +27.1% |
| 3M | +20.8% | +8.9% | +12.0% | +19.1% |
| 6M | +1.1% | +10.9% | -9.8% | -0.6% |
| YTD | +32.5% | +21.5% | +11.0% | +28.3% |
| 1Y | +51.5% | +21.9% | +29.6% | +46.6% |
| 3Y | +267.0% | +109.2% | +157.8% | +221.8% |
| 5Y | +250.1% | +102.0% | +148.2% | +203.0% |
| 10Y | +540.4% | +171.9% | +368.4% | +379.7% |
| All | +5,928.6% | +321.2% | +5,607.4% | +3,846.7% |
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 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