+49.0%
MAR vs WST
+53.0%
-4.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +1.8% | +4.9% | -3.1% | +1.0% |
| 30D | +14.3% | +10.7% | +3.6% | +12.6% |
| 3M | +20.0% | +16.8% | +3.2% | +17.3% |
| 6M | +21.7% | +32.0% | -10.2% | +15.6% |
| YTD | +37.7% | +49.9% | -12.2% | +27.9% |
| All | +49.0% | +53.0% | -4.1% | +35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling