+13,824.2%
MA vs WST
+2,196.9%
+11,627.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -2.7% | +0.7% | -3.4% | -2.9% |
| 30D | +1.5% | -3.1% | +4.7% | +2.6% |
| 3M | +20.4% | +7.2% | +13.2% | +17.2% |
| 6M | +11.1% | +36.8% | -25.7% | -1.4% |
| YTD | +2.0% | +23.8% | -21.9% | -6.8% |
| 1Y | -2.2% | +37.8% | -39.9% | -14.4% |
| 3Y | +41.9% | -15.9% | +57.8% | +35.1% |
| 5Y | +75.4% | -25.8% | +101.2% | +69.4% |
| 10Y | +527.5% | +319.6% | +208.0% | +156.2% |
| All | +13,824.2% | +2,196.9% | +11,627.2% | +2,450.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling