+192.2%
WWD vs MTB
+103.4%
+88.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.3% |
| 3M | -11.2% | +6.3% | -17.5% | -13.4% |
| 6M | -12.0% | +15.6% | -27.6% | -16.8% |
| YTD | +12.0% | +20.6% | -8.6% | +4.3% |
| 1Y | +42.8% | +22.5% | +20.3% | +32.0% |
| 3Y | +168.9% | +114.4% | +54.5% | +101.2% |
| 5Y | +192.2% | +101.9% | +90.3% | +123.9% |
| All | +192.2% | +103.4% | +88.8% | +123.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling