-45.3%
MARA vs WST
+54.9%
-100.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.2% | -3.6% |
| 7D | +10.1% | +4.2% | +5.9% | +7.6% |
| 30D | -15.1% | +11.2% | -26.3% | -19.2% |
| 3M | -24.1% | +20.4% | -44.5% | -30.6% |
| 6M | -45.2% | +37.9% | -83.1% | -53.5% |
| YTD | -22.2% | +51.8% | -74.0% | -44.8% |
| 1Y | -45.3% | +56.6% | -101.9% | -61.6% |
| All | -45.3% | +54.9% | -100.2% | -61.6% |
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