+6.1%
MCHP vs WST
-25.8%
+31.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +2.8% | -0.3% | +3.0% | +2.8% |
| 30D | -12.8% | -4.6% | -8.2% | -11.6% |
| 3M | -19.2% | +5.7% | -24.9% | -20.6% |
| 6M | +14.5% | +37.6% | -23.0% | +4.6% |
| YTD | +17.1% | +23.0% | -5.9% | +9.9% |
| 1Y | +15.3% | +33.8% | -18.5% | +5.4% |
| 3Y | +0.5% | -13.4% | +13.8% | -2.5% |
| 5Y | +6.1% | -27.0% | +33.0% | +1.3% |
| All | +6.1% | -25.8% | +31.8% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling