+336.1%
WST vs MTCH
+208.0%
+128.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.3% |
| 7D | +1.8% | +1.3% | +0.6% | +1.6% |
| 30D | -1.7% | +15.9% | -17.6% | -4.5% |
| 3M | +4.9% | +23.3% | -18.4% | +0.4% |
| 6M | +45.5% | +40.1% | +5.4% | +35.5% |
| YTD | +26.1% | +33.6% | -7.5% | +18.4% |
| 1Y | +31.7% | +14.1% | +17.6% | +27.2% |
| 3Y | -12.1% | +1.4% | -13.5% | -15.3% |
| 5Y | -23.6% | -73.1% | +49.6% | -11.1% |
| All | +336.1% | +208.0% | +128.1% | +280.3% |
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