+5,013.3%
WPM vs MTB
+288.3%
+4,725.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -3.6% | +1.5% | -5.1% | -3.8% |
| 30D | +1.4% | +2.3% | -0.9% | +1.1% |
| 3M | -0.2% | -12.1% | +11.9% | +1.8% |
| 6M | -7.3% | +9.8% | -17.1% | -8.7% |
| YTD | +12.3% | +12.0% | +0.3% | +10.2% |
| 1Y | +24.9% | +22.0% | +2.9% | +20.9% |
| 3Y | +210.4% | +107.6% | +102.8% | +172.7% |
| 5Y | +210.4% | +61.9% | +148.5% | +179.0% |
| 10Y | +731.7% | +116.3% | +615.4% | +556.7% |
| All | +5,013.3% | +288.3% | +4,725.0% | +3,289.3% |
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