+935.2%
MDB vs WST
+358.8%
+576.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | -1.0% | +1.4% | -2.4% | -1.5% |
| 30D | -14.0% | +12.7% | -26.7% | -18.8% |
| 3M | -20.3% | +17.2% | -37.5% | -26.5% |
| 6M | +10.9% | +26.7% | -15.8% | -2.2% |
| YTD | -20.9% | +50.3% | -71.2% | -36.9% |
| 1Y | -11.2% | +50.2% | -61.4% | -29.5% |
| 3Y | -11.9% | +21.7% | -33.6% | -34.1% |
| 5Y | -40.2% | +2.0% | -42.2% | -49.0% |
| All | +935.2% | +358.8% | +576.4% | +217.6% |
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