+498.8%
MAR vs WST
+456.5%
+42.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | +1.6% | +4.2% | -2.6% | +0.9% |
| 30D | +13.8% | +11.2% | +2.6% | +11.7% |
| 3M | +20.3% | +20.4% | -0.1% | +16.4% |
| 6M | +21.3% | +37.9% | -16.6% | +14.4% |
| YTD | +37.2% | +51.8% | -14.6% | +26.6% |
| 1Y | +48.4% | +56.6% | -8.2% | +36.2% |
| 3Y | +120.1% | +24.2% | +95.9% | +100.8% |
| 5Y | +182.1% | +0.7% | +181.4% | +160.4% |
| All | +498.8% | +456.5% | +42.3% | +254.3% |
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