+2,498.9%
MAR vs WST
+6,384.4%
-3,885.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -4.2% | +0.7% | -4.9% | -4.4% |
| 30D | -6.7% | -3.1% | -3.5% | -5.8% |
| 3M | -12.5% | +7.2% | -19.7% | -14.7% |
| 6M | +0.6% | +36.8% | -36.2% | -9.7% |
| YTD | +9.1% | +23.8% | -14.7% | +0.7% |
| 1Y | +26.2% | +37.8% | -11.6% | +12.0% |
| 3Y | +68.2% | -15.9% | +84.0% | +61.1% |
| 5Y | +163.9% | -25.8% | +189.7% | +154.8% |
| 10Y | +420.6% | +319.6% | +101.0% | +135.2% |
| All | +2,498.9% | +6,384.4% | -3,885.4% | +307.8% |
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