-69.3%
MARA vs WST
-27.5%
-41.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +13.8% | -1.7% | +15.5% | +14.9% |
| 30D | +24.7% | -4.3% | +29.0% | +27.8% |
| 3M | -10.4% | +0.7% | -11.2% | -11.0% |
| 6M | +37.6% | +36.0% | +1.6% | +15.1% |
| YTD | +32.7% | +22.7% | +10.0% | +17.2% |
| 1Y | -25.2% | +34.1% | -59.3% | -37.9% |
| 3Y | +9.3% | -13.6% | +22.8% | +4.4% |
| 5Y | -69.3% | -26.0% | -43.4% | -66.2% |
| All | -69.3% | -27.5% | -41.8% | -66.2% |
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