+114.4%
MTUM vs WCN
+18.4%
+96.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +0.7% | -3.1% | +3.8% | +1.0% |
| 30D | -2.4% | -3.4% | +0.9% | -2.2% |
| 3M | -3.6% | +3.0% | -6.6% | -4.7% |
| 6M | +23.7% | -3.8% | +27.4% | +24.1% |
| YTD | +22.9% | -8.3% | +31.2% | +25.0% |
| 1Y | +21.8% | -9.7% | +31.5% | +24.5% |
| 3Y | +114.4% | +17.2% | +97.3% | +103.2% |
| All | +114.4% | +18.4% | +96.1% | +103.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling