+142.0%
WEC vs MTCH
+208.0%
-66.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | -0.6% | +1.3% | -1.8% | -0.7% |
| 30D | -2.6% | +15.9% | -18.5% | -3.5% |
| 3M | -6.0% | +23.3% | -29.3% | -7.3% |
| 6M | -5.4% | +40.1% | -45.6% | -7.6% |
| YTD | +2.5% | +33.6% | -31.1% | +0.3% |
| 1Y | -0.7% | +14.1% | -14.8% | -1.8% |
| 3Y | +38.7% | +1.4% | +37.3% | +36.9% |
| 5Y | +31.7% | -73.1% | +104.8% | +39.2% |
| All | +142.0% | +208.0% | -66.0% | +99.6% |
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