+3,116.5%
MAR vs WST
+7,525.7%
-4,409.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.8% |
| 7D | +4.3% | -3.1% | +7.4% | +5.3% |
| 30D | +16.8% | +9.1% | +7.7% | +13.7% |
| 3M | +16.0% | +14.7% | +1.3% | +11.1% |
| 6M | +16.5% | +28.0% | -11.5% | +7.2% |
| YTD | +35.0% | +45.6% | -10.6% | +18.5% |
| 1Y | +49.4% | +45.7% | +3.7% | +31.0% |
| 3Y | +124.1% | +21.1% | +103.0% | +90.1% |
| 5Y | +159.2% | +0.3% | +158.9% | +126.8% |
| 10Y | +553.9% | +449.0% | +104.9% | +169.3% |
| All | +3,116.5% | +7,525.7% | -4,409.2% | +379.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling