+48.7%
MDB vs WST
+35.4%
+13.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -4.1% |
| 7D | -17.4% | +0.7% | -18.2% | -17.4% |
| 30D | -2.0% | -3.1% | +1.1% | -1.9% |
| 3M | -3.0% | +7.2% | -10.2% | -2.9% |
| 6M | +48.7% | +36.8% | +11.9% | +43.3% |
| All | +48.7% | +35.4% | +13.3% | +43.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling