+234.7%
WCN vs MTCH
+208.0%
+26.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.1% |
| 7D | -3.1% | +1.3% | -4.4% | -3.2% |
| 30D | -3.4% | +15.9% | -19.3% | -4.7% |
| 3M | +3.0% | +23.3% | -20.3% | +1.0% |
| 6M | -3.8% | +40.1% | -43.9% | -6.8% |
| YTD | -8.3% | +33.6% | -41.9% | -10.9% |
| 1Y | -9.7% | +14.1% | -23.8% | -11.2% |
| 3Y | +17.2% | +1.4% | +15.7% | +15.0% |
| 5Y | +25.3% | -73.1% | +98.4% | +36.7% |
| All | +234.7% | +208.0% | +26.7% | +179.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling