-93.6%
MARA vs WST
+1,930.2%
-2,023.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.3% |
| 7D | +11.5% | +1.1% | +10.4% | +11.3% |
| 30D | -18.9% | +12.4% | -31.2% | -23.5% |
| 3M | -20.9% | +17.6% | -38.4% | -27.2% |
| 6M | -42.8% | +28.3% | -71.1% | -50.0% |
| YTD | -14.7% | +50.5% | -65.2% | -32.0% |
| 1Y | -47.6% | +49.4% | -97.0% | -58.1% |
| 3Y | -20.3% | +21.9% | -42.2% | -38.8% |
| 5Y | -89.2% | +0.4% | -89.5% | -90.6% |
| 10Y | -79.2% | +451.5% | -530.7% | -89.4% |
| All | -93.6% | +1,930.2% | -2,023.8% | -97.3% |
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 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