+609.5%
MTUM vs WAB
+496.5%
+112.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.7% |
| 7D | +4.1% | +0.2% | +3.9% | +4.0% |
| 30D | +0.6% | -4.6% | +5.2% | +2.3% |
| 3M | -0.6% | +5.6% | -6.3% | -2.7% |
| 6M | +25.3% | +13.8% | +11.5% | +19.6% |
| YTD | +23.8% | +31.9% | -8.0% | +12.3% |
| 1Y | +25.4% | +48.3% | -22.9% | +9.1% |
| 3Y | +117.3% | +167.1% | -49.9% | +56.1% |
| 5Y | +79.7% | +222.9% | -143.2% | +20.8% |
| 10Y | +359.6% | +289.9% | +69.7% | +163.3% |
| All | +609.5% | +496.5% | +112.9% | +234.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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