+198.1%
MTCH vs WSM
+1,071.8%
-873.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.1% |
| 7D | +1.3% | -0.5% | +1.8% | +1.4% |
| 30D | +15.9% | -7.7% | +23.6% | +18.4% |
| 3M | +23.3% | +3.8% | +19.5% | +21.8% |
| 6M | +40.1% | +22.7% | +17.5% | +31.7% |
| YTD | +33.6% | +28.0% | +5.6% | +23.7% |
| 1Y | +14.1% | +12.7% | +1.4% | +9.2% |
| 3Y | +1.4% | +231.3% | -229.8% | -32.5% |
| 5Y | -73.1% | +177.2% | -250.3% | -81.9% |
| All | +198.1% | +1,071.8% | -873.6% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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