+70.7%
MA vs WST
+24.3%
+46.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.2% |
| 7D | +1.3% | +4.2% | -2.9% | +0.9% |
| 30D | +9.6% | +11.2% | -1.6% | +8.7% |
| 3M | +16.8% | +20.4% | -3.6% | +15.0% |
| 6M | +35.2% | +37.9% | -2.7% | +31.7% |
| YTD | +16.6% | +51.8% | -35.2% | +12.4% |
| 1Y | +19.8% | +56.6% | -36.8% | +15.2% |
| 3Y | +70.7% | +24.2% | +46.5% | +57.4% |
| All | +70.7% | +24.3% | +46.4% | +57.4% |
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