+1,188.5%
WDC vs MTUM
+357.8%
+830.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -4.7% |
| 7D | -4.3% | +0.7% | -5.0% | -5.2% |
| 30D | -1.5% | -2.4% | +1.0% | +2.3% |
| 3M | -15.5% | -3.6% | -11.8% | -7.4% |
| 6M | +66.5% | +23.7% | +42.8% | +36.5% |
| YTD | +159.9% | +22.9% | +136.9% | +118.2% |
| 1Y | +366.0% | +21.8% | +344.2% | +299.4% |
| 3Y | +1,285.8% | +114.4% | +1,171.4% | +535.6% |
| 5Y | +925.6% | +79.6% | +846.0% | +474.7% |
| All | +1,188.5% | +357.8% | +830.7% | +128.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling