+398.2%
WING vs MTCH
+208.0%
+190.1%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.4% | +4.6% | +5.6% |
| 7D | +7.2% | +1.3% | +6.0% | +6.9% |
| 30D | +4.8% | +15.9% | -11.1% | +1.0% |
| 3M | -23.7% | +23.3% | -47.0% | -27.8% |
| 6M | -43.6% | +40.1% | -83.7% | -48.3% |
| YTD | -50.6% | +33.6% | -84.2% | -54.2% |
| 1Y | -57.0% | +14.1% | -71.1% | -58.7% |
| 3Y | -28.3% | +1.4% | -29.7% | -31.4% |
| 5Y | -32.4% | -73.1% | +40.7% | -14.3% |
| All | +398.2% | +208.0% | +190.1% | +356.7% |
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