+15,588.9%
WWD vs MTB
+3,608.5%
+11,980.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.3% | +1.7% | -0.4% | +0.4% |
| 30D | -7.2% | -4.2% | -3.0% | -5.1% |
| 3M | -3.8% | +8.9% | -12.7% | -8.1% |
| 6M | -9.9% | +10.9% | -20.8% | -14.6% |
| YTD | +14.8% | +21.5% | -6.7% | +3.7% |
| 1Y | +42.1% | +21.9% | +20.2% | +27.8% |
| 3Y | +170.8% | +109.2% | +61.5% | +77.9% |
| 5Y | +197.5% | +102.0% | +95.5% | +89.0% |
| 10Y | +477.8% | +171.9% | +305.9% | +206.0% |
| All | +15,588.9% | +3,608.5% | +11,980.3% | +6,336.9% |
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 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