-7.7%
MDB vs WST
+47.3%
-55.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.1% |
| 7D | -16.5% | +1.3% | -17.8% | -16.6% |
| 30D | -8.6% | +8.5% | -17.1% | -9.4% |
| 3M | -13.6% | +17.2% | -30.8% | -15.2% |
| 6M | +24.1% | +36.3% | -12.2% | +19.5% |
| YTD | -21.8% | +48.9% | -70.7% | -29.0% |
| 1Y | -7.7% | +42.9% | -50.6% | -16.0% |
| All | -7.7% | +47.3% | -55.0% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling