+6,434.5%
WCN vs MTCH
+1,324.0%
+5,110.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | -1.7% | -2.4% | +0.6% | -1.4% |
| 30D | -3.0% | +12.8% | -15.8% | -4.4% |
| 3M | +2.5% | +20.0% | -17.4% | +0.1% |
| 6M | -5.7% | +34.7% | -40.4% | -9.4% |
| YTD | -7.4% | +30.6% | -38.0% | -10.8% |
| 1Y | -8.6% | +10.9% | -19.6% | -10.3% |
| 3Y | +19.4% | -2.0% | +21.4% | +16.8% |
| 5Y | +27.2% | -72.6% | +99.8% | +42.0% |
| 10Y | +238.5% | +197.9% | +40.6% | +152.1% |
| All | +6,434.5% | +1,324.0% | +5,110.5% | +4,021.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling