+954.3%
MDB vs WST
+359.2%
+595.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | +3.0% | +1.0% | +2.0% | +2.6% |
| 30D | -11.3% | +12.3% | -23.6% | -16.1% |
| 3M | -23.0% | +17.5% | -40.5% | -29.0% |
| 6M | +14.8% | +28.2% | -13.4% | +0.6% |
| YTD | -19.4% | +50.4% | -69.8% | -35.8% |
| 1Y | -9.0% | +49.3% | -58.3% | -27.5% |
| 3Y | -10.3% | +21.8% | -32.1% | -32.9% |
| 5Y | -38.4% | +0.3% | -38.7% | -46.8% |
| All | +954.3% | +359.2% | +595.2% | +223.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling