+67.5%
MAS vs WST
+21.7%
+45.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.4% | +5.2% | +5.6% |
| 7D | +14.2% | +1.3% | +12.9% | +14.0% |
| 30D | +26.8% | +8.5% | +18.3% | +25.4% |
| 3M | +13.1% | +17.2% | -4.1% | +10.7% |
| 6M | +27.9% | +36.3% | -8.3% | +22.7% |
| YTD | +38.7% | +48.9% | -10.3% | +31.1% |
| 1Y | +40.4% | +42.9% | -2.5% | +33.2% |
| All | +67.5% | +21.7% | +45.7% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling