+52.1%
WM vs MTUM
+78.8%
-26.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -0.7% |
| 7D | -0.9% | +4.1% | -5.0% | -1.4% |
| 30D | -4.3% | -0.2% | -4.1% | -4.4% |
| 3M | +0.8% | -1.9% | +2.7% | +0.5% |
| 6M | -10.8% | +28.1% | -38.8% | -16.8% |
| YTD | -0.1% | +23.6% | -23.6% | -6.1% |
| 1Y | +1.0% | +26.1% | -25.1% | -5.8% |
| 3Y | +45.1% | +116.8% | -71.8% | +11.2% |
| 5Y | +52.1% | +80.0% | -27.9% | +22.0% |
| All | +52.1% | +78.8% | -26.7% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling