+238.3%
MAS vs WST
+464.6%
-226.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.4% | +5.2% | +5.5% |
| 7D | +14.2% | +1.3% | +12.9% | +13.8% |
| 30D | +26.8% | +8.5% | +18.3% | +24.0% |
| 3M | +13.1% | +17.2% | -4.1% | +8.2% |
| 6M | +27.9% | +36.3% | -8.3% | +17.1% |
| YTD | +38.7% | +48.9% | -10.3% | +23.1% |
| 1Y | +40.4% | +42.9% | -2.5% | +25.9% |
| 3Y | +66.1% | +23.1% | +43.0% | +43.1% |
| 5Y | +47.4% | -4.4% | +51.8% | +34.8% |
| 10Y | +238.3% | +461.3% | -223.0% | +41.5% |
| All | +238.3% | +464.6% | -226.3% | +41.5% |
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 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