+303.5%
WM vs MTUM
+352.0%
-48.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.1% |
| 7D | -3.1% | +1.2% | -4.4% | -3.6% |
| 30D | -5.3% | -1.7% | -3.6% | -4.9% |
| 3M | -4.2% | -0.5% | -3.8% | -5.4% |
| 6M | -8.1% | +22.3% | -30.4% | -17.1% |
| YTD | -1.4% | +21.4% | -22.8% | -11.1% |
| 1Y | +0.2% | +20.0% | -19.8% | -9.4% |
| 3Y | +43.1% | +113.0% | -69.9% | -3.3% |
| 5Y | +49.8% | +77.3% | -27.5% | +9.5% |
| All | +303.5% | +352.0% | -48.6% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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