+52.5%
WAT vs MTCH
-2.2%
+54.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | -2.9% | -1.4% | -1.4% | -2.6% |
| 30D | -3.2% | +13.6% | -16.9% | -5.9% |
| 3M | +10.6% | +22.4% | -11.8% | +5.2% |
| 6M | +34.0% | +37.2% | -3.1% | +23.9% |
| YTD | +5.7% | +31.8% | -26.0% | -1.7% |
| 1Y | +37.1% | +12.9% | +24.2% | +31.9% |
| All | +52.5% | -2.2% | +54.8% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 3y: compounded portfolio wealth divided by compounded MTCH 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…
3y analysis · Full analysis span regression · 6 months rolling