-75.3%
MARA vs WST
+341.6%
-416.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.3% | -5.4% |
| 7D | -1.5% | +0.4% | -1.9% | -1.8% |
| 30D | +18.1% | -2.0% | +20.1% | +19.5% |
| 3M | -9.4% | +4.1% | -13.5% | -11.8% |
| 6M | +33.4% | +47.4% | -14.1% | +5.3% |
| YTD | +27.3% | +25.4% | +1.9% | +10.2% |
| 1Y | -27.9% | +35.3% | -63.2% | -41.2% |
| 3Y | +4.8% | -11.7% | +16.5% | -3.9% |
| 5Y | -68.0% | -24.0% | -44.0% | -67.5% |
| All | -75.3% | +341.6% | -416.9% | -87.3% |
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