-79.2%
MARA vs WST
+452.9%
-532.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.3% |
| 7D | +11.5% | +1.1% | +10.4% | +11.3% |
| 30D | -18.9% | +12.4% | -31.2% | -23.9% |
| 3M | -20.9% | +17.6% | -38.4% | -27.8% |
| 6M | -42.8% | +28.3% | -71.1% | -50.7% |
| YTD | -14.7% | +50.5% | -65.2% | -33.6% |
| 1Y | -47.6% | +49.4% | -97.0% | -59.1% |
| 3Y | -20.3% | +21.9% | -42.2% | -41.3% |
| 5Y | -89.2% | +0.4% | -89.5% | -90.7% |
| 10Y | -79.2% | +451.5% | -530.7% | -90.4% |
| All | -79.2% | +452.9% | -532.0% | -90.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling