+37.7%
MTCH vs WETO
-99.4%
+137.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.4% | +6.8% | +1.4% |
| 7D | +1.3% | -4.3% | +5.6% | +1.3% |
| 30D | +15.9% | -39.9% | +55.8% | +15.9% |
| 3M | +23.3% | -97.9% | +121.2% | +24.0% |
| 6M | +40.1% | -95.0% | +135.2% | +41.0% |
| YTD | +33.6% | -97.2% | +130.7% | +32.7% |
| 1Y | +14.1% | -98.9% | +113.0% | +10.8% |
| All | +37.7% | -99.4% | +137.1% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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