+7,581.3%
MCO vs WST
+7,379.3%
+202.1%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | -4.2% | +0.7% | -4.9% | -4.4% |
| 30D | +2.2% | -3.1% | +5.3% | +3.3% |
| 3M | +10.1% | +7.2% | +2.9% | +7.2% |
| 6M | +5.3% | +36.8% | -31.6% | -6.6% |
| YTD | -2.7% | +23.8% | -26.6% | -10.9% |
| 1Y | -0.4% | +37.8% | -38.2% | -12.6% |
| 3Y | +49.0% | -15.9% | +64.9% | +41.4% |
| 5Y | +33.6% | -25.8% | +59.5% | +29.2% |
| 10Y | +395.3% | +319.6% | +75.7% | +133.2% |
| All | +7,581.3% | +7,379.3% | +202.1% | +1,494.5% |
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