+114.4%
MTUM vs WCC
+130.1%
-15.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +0.2% |
| 7D | +0.7% | +1.5% | -0.8% | +0.2% |
| 30D | -2.4% | -2.1% | -0.3% | -1.9% |
| 3M | -3.6% | +3.8% | -7.5% | -5.0% |
| 6M | +23.7% | +35.0% | -11.3% | +13.3% |
| YTD | +22.9% | +46.4% | -23.4% | +10.0% |
| 1Y | +21.8% | +63.0% | -41.2% | +5.5% |
| 3Y | +114.4% | +133.9% | -19.5% | +61.7% |
| All | +114.4% | +130.1% | -15.6% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling