+10.2%
MTUM vs WCC
+24.5%
-14.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.9% | +8.0% | +2.2% |
| 7D | -10.1% | -8.8% | -1.3% | -6.9% |
| 30D | -15.6% | -16.0% | +0.4% | -9.6% |
| 3M | -12.7% | -15.2% | +2.5% | -7.3% |
| 6M | -3.7% | -8.4% | +4.6% | -1.2% |
| YTD | +9.4% | +30.1% | -20.6% | -1.9% |
| 1Y | +10.2% | +26.4% | -16.2% | -0.6% |
| All | +10.2% | +24.5% | -14.2% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1y: compounded portfolio wealth divided by compounded WCC 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…
1y analysis · Full analysis span regression · 6 months rolling