+609.5%
MTUM vs WCC
+449.0%
+160.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | +4.1% | +6.8% | -2.7% | +2.4% |
| 30D | +0.6% | -3.0% | +3.7% | +1.3% |
| 3M | -0.6% | +0.2% | -0.8% | -0.9% |
| 6M | +25.3% | +33.2% | -7.8% | +16.4% |
| YTD | +23.8% | +45.8% | -22.0% | +12.2% |
| 1Y | +25.4% | +68.4% | -43.0% | +9.3% |
| 3Y | +117.3% | +131.1% | -13.9% | +69.0% |
| 5Y | +79.7% | +225.6% | -145.9% | +24.1% |
| 10Y | +359.6% | +534.2% | -174.6% | +144.1% |
| All | +609.5% | +449.0% | +160.4% | +298.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling