+72.1%
MA vs WST
+19.1%
+53.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.6% |
| 7D | +2.3% | -3.1% | +5.4% | +2.6% |
| 30D | +14.7% | +9.1% | +5.6% | +13.9% |
| 3M | +13.5% | +14.7% | -1.2% | +12.2% |
| 6M | +33.1% | +28.0% | +5.1% | +30.4% |
| YTD | +15.1% | +45.6% | -30.6% | +11.3% |
| 1Y | +18.7% | +45.7% | -26.9% | +14.8% |
| 3Y | +72.1% | +21.1% | +51.0% | +59.9% |
| All | +72.1% | +19.1% | +53.0% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling