+537.5%
MAR vs WST
+446.4%
+91.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | +2.9% | +1.4% | +1.5% | +2.6% |
| 30D | +17.0% | +12.7% | +4.3% | +14.7% |
| 3M | +23.2% | +17.2% | +6.0% | +19.8% |
| 6M | +21.7% | +26.7% | -4.9% | +16.5% |
| YTD | +38.9% | +50.3% | -11.4% | +28.4% |
| 1Y | +48.7% | +50.2% | -1.6% | +37.4% |
| 3Y | +122.9% | +21.7% | +101.2% | +104.2% |
| 5Y | +177.5% | +2.0% | +175.4% | +155.4% |
| 10Y | +537.5% | +451.1% | +86.4% | +286.5% |
| All | +537.5% | +446.4% | +91.2% | +286.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling