+15,692.2%
MA vs WST
+2,551.7%
+13,140.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -1.1% |
| 7D | +3.2% | -5.8% | +9.0% | +5.3% |
| 30D | +15.9% | +5.3% | +10.6% | +13.9% |
| 3M | +15.2% | +11.8% | +3.3% | +10.7% |
| 6M | +32.4% | +26.7% | +5.7% | +21.5% |
| YTD | +15.6% | +43.0% | -27.3% | +0.6% |
| 1Y | +19.3% | +38.9% | -19.5% | +4.7% |
| 3Y | +73.0% | +18.2% | +54.8% | +44.0% |
| 5Y | +93.7% | -1.5% | +95.3% | +67.8% |
| 10Y | +575.0% | +439.0% | +136.0% | +150.2% |
| All | +15,692.2% | +2,551.7% | +13,140.4% | +2,652.0% |
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