-24.0%
WST vs MTCH
-72.5%
+48.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.2% | +1.9% |
| 7D | +0.4% | -1.4% | +1.9% | +0.8% |
| 30D | -2.0% | +13.6% | -15.7% | -5.0% |
| 3M | +4.1% | +22.4% | -18.3% | -1.2% |
| 6M | +47.4% | +37.2% | +10.2% | +35.5% |
| YTD | +25.4% | +31.8% | -6.4% | +16.1% |
| 1Y | +35.3% | +12.9% | +22.4% | +29.8% |
| 3Y | -11.7% | -1.1% | -10.6% | -14.9% |
| 5Y | -24.0% | -73.5% | +49.5% | -11.1% |
| All | -24.0% | -72.5% | +48.5% | -11.1% |
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