+441.9%
MAR vs WST
+325.7%
+116.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | -0.5% | -1.7% | +1.2% | -0.2% |
| 30D | -4.7% | -4.3% | -0.3% | -3.9% |
| 3M | -15.6% | +0.7% | -16.4% | -15.9% |
| 6M | +1.2% | +36.0% | -34.8% | -4.6% |
| YTD | +7.5% | +22.7% | -15.3% | +2.9% |
| 1Y | +26.6% | +34.1% | -7.5% | +19.0% |
| 3Y | +66.0% | -13.6% | +79.5% | +62.3% |
| 5Y | +154.1% | -26.0% | +180.1% | +147.6% |
| 10Y | +441.9% | +335.8% | +106.1% | +230.1% |
| All | +441.9% | +325.7% | +116.2% | +230.1% |
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