+349.5%
MTUM vs WWD
+498.2%
-148.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.9% |
| 7D | +0.7% | -2.6% | +3.3% | +1.5% |
| 30D | -2.4% | -6.9% | +4.5% | -0.4% |
| 3M | -3.6% | -13.0% | +9.4% | +0.1% |
| 6M | +23.7% | -12.5% | +36.1% | +27.8% |
| YTD | +22.9% | +11.8% | +11.1% | +17.4% |
| 1Y | +21.8% | +41.1% | -19.3% | +7.8% |
| 3Y | +114.4% | +163.1% | -48.6% | +55.2% |
| 5Y | +79.6% | +187.6% | -108.1% | +24.1% |
| All | +349.5% | +498.2% | -148.8% | +144.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling