+88.5%
MA vs WST
+1.0%
+87.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | +1.3% | +4.2% | -2.9% | +0.6% |
| 30D | +9.6% | +11.2% | -1.6% | +7.6% |
| 3M | +16.8% | +20.4% | -3.6% | +13.1% |
| 6M | +35.2% | +37.9% | -2.7% | +27.7% |
| YTD | +16.6% | +51.8% | -35.2% | +7.7% |
| 1Y | +19.8% | +56.6% | -36.8% | +10.0% |
| 3Y | +70.7% | +24.2% | +46.5% | +54.2% |
| All | +88.5% | +1.0% | +87.6% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling