+200.8%
WMB vs MTCH
-70.4%
+271.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +7.8% | +6.7% | +1.2% | +7.4% |
| 30D | -5.1% | -1.8% | -3.3% | -5.1% |
| 3M | -4.7% | +12.2% | -16.9% | -5.7% |
| 6M | -7.4% | +16.6% | -24.0% | -8.8% |
| YTD | +17.5% | +31.8% | -14.4% | +14.2% |
| 1Y | +19.5% | +30.8% | -11.4% | +16.2% |
| 3Y | +121.3% | +49.6% | +71.6% | +109.6% |
| All | +200.8% | -70.4% | +271.2% | +237.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling