+10.2%
MTUM vs WEC
+9.7%
+0.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.3% | -4.3% | -1.2% |
| 7D | -10.1% | +6.9% | -17.0% | -8.3% |
| 30D | -15.6% | +16.6% | -32.2% | -12.2% |
| 3M | -12.7% | +9.1% | -21.8% | -10.6% |
| 6M | -3.7% | +3.2% | -6.9% | -2.6% |
| YTD | +9.4% | +14.9% | -5.5% | +12.8% |
| 1Y | +10.2% | +9.2% | +1.0% | +14.8% |
| All | +10.2% | +9.7% | +0.6% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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