-58.7%
MARA vs WST
+47.3%
-106.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.3% |
| 7D | -6.5% | +1.3% | -7.8% | -7.2% |
| 30D | -38.5% | +8.5% | -47.0% | -41.0% |
| 3M | -41.5% | +17.2% | -58.7% | -46.2% |
| 6M | -41.9% | +36.3% | -78.2% | -51.3% |
| YTD | -23.5% | +48.9% | -72.4% | -45.4% |
| 1Y | -58.7% | +42.9% | -101.6% | -69.4% |
| All | -58.7% | +47.3% | -106.0% | -69.4% |
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