+609.5%
MTUM vs WWD
+962.2%
-352.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +4.1% | +0.6% | +3.5% | +3.9% |
| 30D | +0.6% | -5.1% | +5.7% | +2.2% |
| 3M | -0.6% | -11.2% | +10.6% | +2.6% |
| 6M | +25.3% | -12.0% | +37.4% | +29.3% |
| YTD | +23.8% | +12.0% | +11.8% | +18.3% |
| 1Y | +25.4% | +42.8% | -17.4% | +10.6% |
| 3Y | +117.3% | +168.9% | -51.7% | +56.4% |
| 5Y | +79.7% | +192.2% | -112.5% | +23.8% |
| 10Y | +359.6% | +495.3% | -135.7% | +138.6% |
| All | +609.5% | +962.2% | -352.8% | +207.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling