+163.4%
WWD vs MTB
+112.6%
+50.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +0.6% | +1.1% | -0.4% | +0.2% |
| 30D | -5.1% | -4.6% | -0.5% | -3.2% |
| 3M | -11.2% | +6.3% | -17.5% | -13.5% |
| 6M | -12.0% | +15.6% | -27.6% | -17.2% |
| YTD | +12.0% | +20.6% | -8.6% | +3.8% |
| 1Y | +42.8% | +22.5% | +20.3% | +31.3% |
| All | +163.4% | +112.6% | +50.8% | +106.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling