+25.3%
MTUM vs WCN
-8.7%
+34.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.4% |
| 7D | +1.7% | -0.6% | +2.4% | +1.5% |
| 30D | -1.7% | +0.4% | -2.1% | -1.5% |
| 3M | -6.3% | +7.3% | -13.7% | -5.0% |
| 6M | +21.8% | -2.5% | +24.3% | +23.5% |
| YTD | +22.0% | -5.4% | +27.4% | +23.2% |
| 1Y | +25.3% | -8.5% | +33.8% | +27.8% |
| All | +25.3% | -8.7% | +34.1% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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