+2,837.4%
WM vs MTCH
+14,607.1%
-11,769.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | -0.3% | +0.7% | -1.0% | -0.4% |
| 30D | -2.4% | +9.7% | -12.1% | -3.2% |
| 3M | +0.4% | +21.1% | -20.6% | -1.4% |
| 6M | -9.5% | +37.5% | -47.0% | -12.2% |
| YTD | +0.5% | +31.9% | -31.4% | -2.3% |
| 1Y | -1.1% | +14.6% | -15.6% | -2.7% |
| 3Y | +46.0% | -6.2% | +52.2% | +44.2% |
| 5Y | +51.8% | -70.6% | +122.4% | +62.6% |
| 10Y | +307.5% | +185.6% | +121.9% | +236.7% |
| All | +2,837.4% | +14,607.1% | -11,769.8% | +1,926.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling