+649.4%
WY vs MTB
+8,245.1%
-7,595.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | -2.1% | +2.8% | -4.8% | -3.3% |
| 30D | -10.5% | -4.2% | -6.3% | -8.8% |
| 3M | -4.9% | +7.8% | -12.7% | -8.3% |
| 6M | -4.9% | +14.8% | -19.7% | -11.1% |
| YTD | -1.7% | +20.8% | -22.4% | -10.5% |
| 1Y | -9.4% | +23.1% | -32.5% | -18.4% |
| 3Y | -22.3% | +114.8% | -137.1% | -47.6% |
| 5Y | -20.5% | +103.3% | -123.8% | -47.3% |
| 10Y | +4.9% | +173.0% | -168.0% | -42.6% |
| All | +649.4% | +8,245.1% | -7,595.6% | +49.1% |
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