-90.5%
MARA vs WST
+1,570.7%
-1,661.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.1% |
| 7D | +6.0% | +0.7% | +5.3% | +5.6% |
| 30D | +0.6% | -3.1% | +3.8% | +2.4% |
| 3M | -18.5% | +7.2% | -25.7% | -21.6% |
| 6M | +21.7% | +36.8% | -15.1% | +2.1% |
| YTD | +25.9% | +23.8% | +2.1% | +11.3% |
| 1Y | -25.1% | +37.8% | -62.9% | -38.3% |
| 3Y | -5.7% | -15.9% | +10.1% | -9.6% |
| 5Y | -73.9% | -25.8% | -48.1% | -73.5% |
| 10Y | -75.6% | +319.6% | -395.2% | -86.0% |
| All | -90.5% | +1,570.7% | -1,661.3% | -95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling