+42,373.9%
MCHP vs WST
+9,496.1%
+32,877.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.3% | +1.8% |
| 7D | +1.7% | +0.7% | +1.0% | +1.4% |
| 30D | -4.1% | -3.1% | -0.9% | -2.8% |
| 3M | -22.5% | +7.2% | -29.7% | -24.8% |
| 6M | +7.3% | +36.8% | -29.5% | -5.8% |
| YTD | +18.4% | +23.8% | -5.5% | +7.6% |
| 1Y | +18.1% | +37.8% | -19.6% | +2.3% |
| 3Y | -2.8% | -15.9% | +13.1% | -7.5% |
| 5Y | +5.5% | -25.8% | +31.3% | +2.8% |
| 10Y | +185.8% | +319.6% | -133.8% | +25.5% |
| All | +42,373.9% | +9,496.1% | +32,877.8% | +4,964.7% |
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