+1,328.4%
WDC vs MTCH
-2.2%
+1,330.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.4% | -4.5% |
| 7D | +4.4% | -1.4% | +5.9% | +4.6% |
| 30D | +5.3% | +13.6% | -8.4% | +3.4% |
| 3M | -5.9% | +22.4% | -28.3% | -8.9% |
| 6M | +73.2% | +37.2% | +36.1% | +64.4% |
| YTD | +167.8% | +31.8% | +136.1% | +155.3% |
| 1Y | +386.0% | +12.9% | +373.1% | +375.0% |
| All | +1,328.4% | -2.2% | +1,330.7% | +1,196.3% |
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