+92.3%
MA vs WST
-0.1%
+92.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.8% |
| 7D | +2.3% | -3.1% | +5.4% | +2.8% |
| 30D | +14.7% | +9.1% | +5.6% | +13.0% |
| 3M | +13.5% | +14.7% | -1.2% | +10.8% |
| 6M | +33.1% | +28.0% | +5.1% | +27.4% |
| YTD | +15.1% | +45.6% | -30.6% | +7.1% |
| 1Y | +18.7% | +45.7% | -26.9% | +10.5% |
| 3Y | +72.1% | +21.1% | +51.0% | +55.7% |
| All | +92.3% | -0.1% | +92.5% | +75.8% |
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