+1.4%
MTCH vs WSM
+230.1%
-228.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +18.0% |
| 3M | +23.3% | +3.8% | +19.5% | +22.1% |
| 6M | +40.1% | +22.7% | +17.5% | +33.2% |
| YTD | +33.6% | +28.0% | +5.6% | +25.6% |
| 1Y | +14.1% | +12.7% | +1.4% | +10.1% |
| 3Y | +1.4% | +231.3% | -229.8% | -28.2% |
| All | +1.4% | +230.1% | -228.7% | -28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling