+158.0%
MAR vs WST
-0.1%
+158.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.5% |
| 7D | +4.3% | -3.1% | +7.4% | +4.8% |
| 30D | +16.8% | +9.1% | +7.7% | +15.2% |
| 3M | +16.0% | +14.7% | +1.3% | +13.4% |
| 6M | +16.5% | +28.0% | -11.5% | +11.4% |
| YTD | +35.0% | +45.6% | -10.6% | +25.8% |
| 1Y | +49.4% | +45.7% | +3.7% | +39.2% |
| 3Y | +124.1% | +21.1% | +103.0% | +104.4% |
| All | +158.0% | -0.1% | +158.1% | +138.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling