+122.9%
WFC vs MTCH
-73.3%
+196.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.4% | +0.7% |
| 7D | +0.4% | +1.3% | -0.9% | +0.1% |
| 30D | +1.5% | +15.9% | -14.4% | -1.6% |
| 3M | +10.2% | +23.3% | -13.1% | +5.1% |
| 6M | +18.8% | +40.1% | -21.3% | +9.8% |
| YTD | -1.5% | +33.6% | -35.1% | -8.2% |
| 1Y | +13.5% | +14.1% | -0.5% | +9.3% |
| 3Y | +135.0% | +1.4% | +133.5% | +125.7% |
| All | +122.9% | -73.3% | +196.1% | +160.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling