-25.0%
WU vs MTCH
+535.7%
-560.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -0.9% |
| 7D | -5.0% | -1.4% | -3.5% | -4.7% |
| 30D | -2.3% | +13.6% | -15.9% | -4.9% |
| 3M | -3.2% | +22.4% | -25.6% | -7.4% |
| 6M | -25.0% | +37.2% | -62.2% | -30.1% |
| YTD | -21.7% | +31.8% | -53.4% | -26.5% |
| 1Y | -9.0% | +12.9% | -21.9% | -12.0% |
| 3Y | -28.9% | -1.1% | -27.8% | -31.3% |
| 5Y | -51.0% | -73.5% | +22.5% | -40.3% |
| 10Y | -40.1% | +200.7% | -240.8% | -68.3% |
| All | -25.0% | +535.7% | -560.8% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling