+225.7%
WCC vs MTCH
-73.3%
+299.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +3.1% |
| 7D | +1.4% | +1.3% | +0.1% | +0.9% |
| 30D | -2.3% | +15.9% | -18.2% | -7.3% |
| 3M | +3.7% | +23.3% | -19.6% | -4.4% |
| 6M | +34.8% | +40.1% | -5.4% | +18.5% |
| YTD | +46.1% | +33.6% | +12.6% | +30.0% |
| 1Y | +62.7% | +14.1% | +48.7% | +52.8% |
| 3Y | +133.6% | +1.4% | +132.2% | +120.5% |
| All | +225.7% | -73.3% | +299.0% | +332.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling