+521.8%
MA vs WST
+321.8%
+200.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -2.7% | +0.7% | -3.4% | -2.9% |
| 30D | +1.5% | -3.1% | +4.7% | +2.3% |
| 3M | +20.4% | +7.2% | +13.2% | +18.1% |
| 6M | +11.1% | +36.8% | -25.7% | +1.9% |
| YTD | +2.0% | +23.8% | -21.9% | -4.4% |
| 1Y | -2.2% | +37.8% | -39.9% | -11.1% |
| 3Y | +41.9% | -15.9% | +57.8% | +38.9% |
| 5Y | +75.4% | -25.8% | +101.2% | +74.4% |
| All | +521.8% | +321.8% | +200.0% | +200.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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