-28.0%
WBD vs MTUM
+595.4%
-623.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +2.4% |
| 7D | -0.6% | +1.2% | -1.8% | -1.5% |
| 30D | +4.2% | -1.7% | +5.9% | +5.1% |
| 3M | +7.5% | -0.5% | +8.0% | +5.9% |
| 6M | +1.6% | +22.3% | -20.8% | -14.5% |
| YTD | -2.2% | +21.4% | -23.5% | -17.5% |
| 1Y | +124.9% | +20.0% | +104.9% | +90.6% |
| 3Y | +149.1% | +113.0% | +36.2% | +39.8% |
| 5Y | +7.8% | +77.3% | -69.4% | -31.6% |
| 10Y | +14.9% | +350.5% | -335.6% | -66.6% |
| All | -28.0% | +595.4% | -623.4% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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