+46.2%
WM vs MTCH
+38.9%
+7.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.7% | -2.1% |
| 7D | +1.2% | -5.7% | +7.0% | +1.5% |
| 30D | +13.1% | -4.5% | +17.6% | +13.4% |
| 3M | +3.6% | +7.1% | -3.5% | +3.6% |
| 6M | +8.1% | +3.8% | +4.3% | +8.1% |
| YTD | +8.9% | +23.6% | -14.7% | +8.1% |
| 1Y | +20.3% | +22.2% | -1.9% | +19.5% |
| 3Y | +46.2% | +43.6% | +2.6% | +42.2% |
| All | +46.2% | +38.9% | +7.3% | +42.2% |
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 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