+4.7%
WY vs MTB
+173.8%
-169.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | -10.1% | -4.8% | -5.3% | -8.0% |
| 3M | -8.5% | +6.0% | -14.4% | -11.3% |
| 6M | -3.3% | +19.6% | -23.0% | -11.8% |
| YTD | -4.4% | +21.5% | -25.9% | -13.8% |
| 1Y | -11.5% | +24.7% | -36.2% | -21.4% |
| 3Y | -24.3% | +108.6% | -132.9% | -49.9% |
| 5Y | -21.3% | +106.7% | -128.0% | -50.8% |
| All | +4.7% | +173.8% | -169.1% | -48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling