+1,392.2%
MAS vs WST
+12,330.1%
-10,937.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.1% |
| 7D | -0.8% | +0.7% | -1.5% | -1.0% |
| 30D | -5.6% | -3.1% | -2.4% | -4.5% |
| 3M | +4.4% | +7.2% | -2.8% | +1.6% |
| 6M | +7.2% | +36.8% | -29.6% | -5.2% |
| YTD | +16.1% | +23.8% | -7.7% | +6.0% |
| 1Y | +0.1% | +37.8% | -37.7% | -12.6% |
| 3Y | +28.3% | -15.9% | +44.2% | +21.9% |
| 5Y | +30.5% | -25.8% | +56.3% | +26.1% |
| 10Y | +139.1% | +319.6% | -180.5% | +4.5% |
| All | +1,392.2% | +12,330.1% | -10,937.9% | +103.1% |
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 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