+79.1%
MTUM vs WCN
+24.9%
+54.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +0.7% | -3.1% | +3.8% | +1.5% |
| 30D | -2.4% | -3.4% | +0.9% | -1.6% |
| 3M | -3.6% | +3.0% | -6.6% | -5.3% |
| 6M | +23.7% | -3.8% | +27.4% | +24.0% |
| YTD | +22.9% | -8.3% | +31.2% | +25.3% |
| 1Y | +21.8% | -9.7% | +31.5% | +24.7% |
| 3Y | +114.4% | +17.2% | +97.3% | +92.8% |
| All | +79.1% | +24.9% | +54.2% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling