+21.8%
MTUM vs WU
-9.1%
+30.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.3% |
| 7D | +0.7% | -3.5% | +4.2% | +0.7% |
| 30D | -2.4% | -2.9% | +0.5% | -2.5% |
| 3M | -3.6% | -2.3% | -1.4% | -4.8% |
| 6M | +23.7% | -25.4% | +49.0% | +23.4% |
| YTD | +22.9% | -21.2% | +44.1% | +22.4% |
| 1Y | +21.8% | -8.9% | +30.6% | +18.5% |
| All | +21.8% | -9.1% | +30.8% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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