+14,847.5%
WWD vs MTB
+3,319.1%
+11,528.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.9% |
| 7D | +4.0% | +1.5% | +2.4% | +3.2% |
| 30D | +0.4% | +2.3% | -1.9% | -0.8% |
| 3M | -7.9% | -12.1% | +4.2% | -1.6% |
| 6M | -10.6% | +9.8% | -20.4% | -15.0% |
| YTD | +9.4% | +12.0% | -2.6% | +2.9% |
| 1Y | +25.7% | +22.0% | +3.7% | +13.1% |
| 3Y | +148.5% | +107.6% | +40.9% | +64.5% |
| 5Y | +189.5% | +61.9% | +127.7% | +108.0% |
| 10Y | +451.8% | +116.3% | +335.4% | +227.5% |
| All | +14,847.5% | +3,319.1% | +11,528.4% | +6,290.1% |
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