+35,479.1%
MCHP vs WST
+11,560.8%
+23,918.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | -17.5% | +1.1% | -18.6% | -17.8% |
| 30D | -15.8% | +12.4% | -28.2% | -19.6% |
| 3M | -22.9% | +17.6% | -40.4% | -27.7% |
| 6M | -36.6% | +28.3% | -64.8% | -42.9% |
| YTD | -0.8% | +50.5% | -51.3% | -16.7% |
| 1Y | +16.5% | +49.4% | -32.8% | -1.8% |
| 3Y | -13.6% | +21.9% | -35.5% | -29.6% |
| 5Y | -17.0% | +0.4% | -17.4% | -28.5% |
| 10Y | +137.7% | +451.5% | -313.8% | -6.4% |
| All | +35,479.1% | +11,560.8% | +23,918.3% | +3,822.4% |
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