-91.7%
MARA vs WST
-2.2%
-89.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.9% | +6.1% | +7.0% |
| 7D | -6.2% | -3.1% | -3.1% | -4.3% |
| 30D | -38.7% | +9.1% | -47.8% | -41.3% |
| 3M | -40.4% | +14.7% | -55.1% | -44.5% |
| 6M | -51.3% | +28.0% | -79.3% | -57.5% |
| YTD | -29.3% | +45.6% | -74.9% | -43.0% |
| 1Y | -60.2% | +45.7% | -105.9% | -68.0% |
| 3Y | -31.3% | +21.1% | -52.4% | -50.0% |
| All | -91.7% | -2.2% | -89.5% | -92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling