+372.0%
WY vs MTCH
+14,793.4%
-14,421.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | +0.1% |
| 7D | -4.2% | +1.3% | -5.4% | -4.4% |
| 30D | -10.1% | +15.9% | -26.0% | -12.2% |
| 3M | -8.5% | +23.3% | -31.8% | -11.7% |
| 6M | -3.3% | +40.1% | -43.5% | -8.8% |
| YTD | -4.4% | +33.6% | -38.0% | -9.4% |
| 1Y | -11.5% | +14.1% | -25.6% | -14.1% |
| 3Y | -24.3% | +1.4% | -25.7% | -26.5% |
| 5Y | -21.3% | -73.1% | +51.8% | -9.2% |
| 10Y | +7.0% | +204.8% | -197.8% | -16.6% |
| All | +372.0% | +14,793.4% | -14,421.3% | +200.0% |
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