+163.1%
WWD vs MTCH
-0.9%
+164.0%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.2% |
| 7D | -2.6% | +1.3% | -3.9% | -2.7% |
| 30D | -6.9% | +15.9% | -22.8% | -8.2% |
| 3M | -13.0% | +23.3% | -36.3% | -14.9% |
| 6M | -12.5% | +40.1% | -52.6% | -15.3% |
| YTD | +11.8% | +33.6% | -21.7% | +8.5% |
| 1Y | +41.1% | +14.1% | +27.0% | +38.8% |
| 3Y | +163.1% | +1.4% | +161.6% | +158.7% |
| All | +163.1% | -0.9% | +164.0% | +158.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling