-74.8%
MTUM vs WTW
+5.5%
-80.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -77.1% | -0.3% | -76.8% | -77.1% |
| 7D | -79.0% | +4.9% | -83.9% | -78.8% |
| 30D | -80.7% | +15.3% | -96.0% | -80.0% |
| 3M | -79.8% | -0.1% | -79.6% | -79.7% |
| 6M | -78.4% | +30.6% | -109.0% | -76.7% |
| YTD | -74.9% | +3.5% | -78.4% | -73.1% |
| 1Y | -74.8% | +5.5% | -80.3% | -73.0% |
| All | -74.8% | +5.5% | -80.4% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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