-82.2%
MARA vs WST
+456.5%
-538.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.2% | -3.6% |
| 7D | +10.1% | +4.2% | +5.9% | +7.5% |
| 30D | -15.1% | +11.2% | -26.3% | -19.8% |
| 3M | -24.1% | +20.4% | -44.5% | -31.7% |
| 6M | -45.2% | +37.9% | -83.1% | -54.7% |
| YTD | -22.2% | +51.8% | -74.0% | -39.7% |
| 1Y | -45.3% | +56.6% | -101.9% | -58.5% |
| 3Y | -23.9% | +24.2% | -48.1% | -44.7% |
| 5Y | -90.8% | +0.7% | -91.5% | -92.1% |
| All | -82.2% | +456.5% | -538.7% | -92.1% |
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