+29.5%
MCO vs WST
-27.5%
+57.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.3% |
| 7D | -3.1% | -1.7% | -1.5% | -2.8% |
| 30D | -0.5% | -4.3% | +3.8% | +0.3% |
| 3M | +5.7% | +0.7% | +4.9% | +5.4% |
| 6M | +3.0% | +36.0% | -33.0% | -3.9% |
| YTD | -6.5% | +22.7% | -29.2% | -11.0% |
| 1Y | -5.8% | +34.1% | -39.9% | -12.3% |
| 3Y | +43.1% | -13.6% | +56.7% | +40.7% |
| 5Y | +29.5% | -26.0% | +55.5% | +31.2% |
| All | +29.5% | -27.5% | +57.0% | +31.2% |
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