+295.5%
WMB vs MTCH
+208.0%
+87.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | -0.1% |
| 7D | -1.8% | +1.3% | -3.0% | -1.9% |
| 30D | -1.2% | +15.9% | -17.0% | -2.8% |
| 3M | +2.5% | +23.3% | -20.8% | -0.1% |
| 6M | -0.7% | +40.1% | -40.8% | -4.8% |
| YTD | +23.0% | +33.6% | -10.6% | +18.2% |
| 1Y | +26.7% | +14.1% | +12.6% | +24.0% |
| 3Y | +140.2% | +1.4% | +138.7% | +134.4% |
| 5Y | +271.1% | -73.1% | +344.2% | +315.7% |
| All | +295.5% | +208.0% | +87.5% | +206.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling