+568.4%
MA vs WST
+446.4%
+122.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.8% | +1.4% | +0.4% | +1.4% |
| 30D | +11.8% | +12.7% | -0.9% | +8.5% |
| 3M | +17.2% | +17.2% | 0.0% | +12.5% |
| 6M | +33.4% | +26.7% | +6.7% | +25.3% |
| YTD | +16.1% | +50.3% | -34.1% | +3.7% |
| 1Y | +19.9% | +50.2% | -30.3% | +7.0% |
| 3Y | +70.1% | +21.7% | +48.4% | +48.4% |
| 5Y | +89.6% | +2.0% | +87.6% | +71.4% |
| 10Y | +568.4% | +451.1% | +117.3% | +191.1% |
| All | +568.4% | +446.4% | +122.1% | +191.1% |
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