+8.4%
MARA vs WST
-15.5%
+24.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.8% |
| 7D | +15.6% | -0.3% | +15.9% | +15.7% |
| 30D | +17.2% | -4.6% | +21.9% | +18.9% |
| 3M | -14.2% | +5.7% | -19.8% | -15.5% |
| 6M | +47.7% | +37.6% | +10.1% | +34.8% |
| YTD | +31.7% | +23.0% | +8.7% | +23.3% |
| 1Y | -22.2% | +33.8% | -56.0% | -28.9% |
| 3Y | +8.4% | -13.4% | +21.8% | +15.5% |
| All | +8.4% | -15.5% | +24.0% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling