-0.2%
WY vs MTB
+27.0%
-27.2%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.2% | +4.5% | +5.1% |
| 7D | +13.3% | +2.0% | +11.3% | +12.3% |
| 30D | +17.6% | +2.9% | +14.7% | +16.1% |
| 3M | -15.0% | -10.7% | -4.4% | -10.9% |
| 6M | -5.9% | +6.3% | -12.3% | -8.9% |
| YTD | -5.7% | +13.8% | -19.5% | -13.1% |
| 1Y | -0.2% | +27.7% | -27.9% | -13.7% |
| All | -0.2% | +27.0% | -27.2% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling