-20.9%
WY vs MTB
+104.1%
-125.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | -10.1% | -4.8% | -5.3% | -8.5% |
| 3M | -8.5% | +6.0% | -14.4% | -10.6% |
| 6M | -3.3% | +19.6% | -23.0% | -9.9% |
| YTD | -4.4% | +21.5% | -25.9% | -11.6% |
| 1Y | -11.5% | +24.7% | -36.2% | -19.1% |
| 3Y | -24.3% | +108.6% | -132.9% | -44.2% |
| All | -20.9% | +104.1% | -125.1% | -42.6% |
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