+38.8%
WEC vs MTCH
-2.2%
+41.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | -1.3% | -1.4% | +0.2% | -1.2% |
| 30D | -0.4% | +13.6% | -14.0% | -1.1% |
| 3M | -6.8% | +22.4% | -29.2% | -8.0% |
| 6M | -6.4% | +37.2% | -43.6% | -8.4% |
| YTD | +2.5% | +31.8% | -29.3% | +0.5% |
| 1Y | -0.4% | +12.9% | -13.3% | -1.2% |
| All | +38.8% | -2.2% | +41.0% | +43.9% |
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