+21.2%
WM vs MTUM
+9.1%
+12.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.7% |
| 7D | +3.2% | +6.6% | -3.4% | +5.4% |
| 30D | +13.0% | -10.8% | +23.8% | +9.0% |
| 3M | +9.2% | -13.8% | +23.0% | +4.5% |
| 6M | +13.6% | -10.7% | +24.3% | +10.5% |
| YTD | +12.4% | +9.1% | +3.3% | +12.8% |
| 1Y | +21.2% | +11.4% | +9.8% | +22.7% |
| All | +21.2% | +9.1% | +12.1% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling