+482.1%
WWD vs MTCH
+208.0%
+274.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.1% |
| 7D | -2.6% | +1.3% | -3.9% | -2.8% |
| 30D | -6.9% | +15.9% | -22.8% | -9.5% |
| 3M | -13.0% | +23.3% | -36.3% | -16.7% |
| 6M | -12.5% | +40.1% | -52.6% | -18.2% |
| YTD | +11.8% | +33.6% | -21.7% | +5.1% |
| 1Y | +41.1% | +14.1% | +27.0% | +36.4% |
| 3Y | +163.1% | +1.4% | +161.6% | +153.0% |
| 5Y | +187.6% | -73.1% | +260.8% | +248.3% |
| All | +482.1% | +208.0% | +274.1% | +365.7% |
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