+739.8%
WM vs MTUM
+536.8%
+203.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.8% | -2.6% | 0.0% |
| 7D | +0.8% | +1.5% | -0.8% | 0.0% |
| 30D | +13.8% | -12.1% | +25.9% | +18.3% |
| 3M | +6.4% | -10.0% | +16.4% | +9.4% |
| 6M | +13.2% | -9.4% | +22.6% | +14.1% |
| YTD | +10.8% | +11.1% | -0.4% | +1.5% |
| 1Y | +20.2% | +10.8% | +9.4% | +10.1% |
| 3Y | +46.5% | +92.9% | -46.5% | +0.1% |
| 5Y | +61.3% | +55.2% | +6.0% | +21.8% |
| 10Y | +324.8% | +315.6% | +9.1% | +72.3% |
| All | +739.8% | +536.8% | +203.0% | +169.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling