+7,809.3%
MCO vs WST
+9,066.9%
-1,257.6%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.1% |
| 7D | +0.5% | +4.2% | -3.7% | -0.9% |
| 30D | +9.8% | +11.2% | -1.4% | +5.8% |
| 3M | +4.3% | +20.4% | -16.1% | -2.4% |
| 6M | +16.5% | +37.9% | -21.4% | +3.7% |
| YTD | +0.1% | +51.8% | -51.7% | -14.5% |
| 1Y | +4.4% | +56.6% | -52.2% | -12.0% |
| 3Y | +51.6% | +24.2% | +27.4% | +24.4% |
| 5Y | +36.7% | +0.7% | +36.0% | +18.4% |
| 10Y | +455.7% | +456.3% | -0.6% | +137.0% |
| All | +7,809.3% | +9,066.9% | -1,257.6% | +1,428.5% |
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