+330.3%
WM vs MTCH
+142.9%
+187.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | +3.2% | +6.7% | -3.5% | +2.7% |
| 30D | +13.0% | -1.8% | +14.8% | +13.1% |
| 3M | +9.2% | +12.2% | -3.0% | +8.3% |
| 6M | +13.6% | +16.6% | -3.0% | +12.3% |
| YTD | +12.4% | +31.8% | -19.5% | +9.9% |
| 1Y | +21.2% | +30.8% | -9.6% | +18.5% |
| 3Y | +48.7% | +49.6% | -1.0% | +42.4% |
| 5Y | +61.9% | -70.3% | +132.2% | +73.6% |
| All | +330.3% | +142.9% | +187.4% | +283.1% |
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