+140.2%
MAS vs WST
+321.8%
-181.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.0% |
| 7D | -0.8% | +0.7% | -1.5% | -1.0% |
| 30D | -5.6% | -3.1% | -2.4% | -4.7% |
| 3M | +4.4% | +7.2% | -2.8% | +2.3% |
| 6M | +7.2% | +36.8% | -29.6% | -2.2% |
| YTD | +16.1% | +23.8% | -7.7% | +8.6% |
| 1Y | +0.1% | +37.8% | -37.7% | -9.5% |
| 3Y | +28.3% | -15.9% | +44.2% | +25.6% |
| 5Y | +30.5% | -25.8% | +56.3% | +28.9% |
| All | +140.2% | +321.8% | -181.7% | +14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling