+35,450.4%
MCHP vs WST
+11,516.8%
+23,933.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -4.3% | +4.9% | -9.1% | -6.1% |
| 30D | -16.3% | +10.7% | -27.0% | -19.5% |
| 3M | -21.4% | +16.8% | -38.2% | -26.2% |
| 6M | -35.8% | +32.0% | -67.7% | -42.8% |
| YTD | -0.9% | +49.9% | -50.8% | -16.6% |
| 1Y | +14.5% | +50.6% | -36.1% | -3.8% |
| 3Y | -13.7% | +21.4% | -35.1% | -29.6% |
| 5Y | -16.9% | -0.6% | -16.4% | -28.1% |
| 10Y | +137.5% | +449.4% | -311.9% | -6.4% |
| All | +35,450.4% | +11,516.8% | +23,933.7% | +3,825.3% |
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 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