+875.5%
MDB vs WST
+344.6%
+530.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +1.8% |
| 7D | -11.4% | -3.1% | -8.3% | -9.9% |
| 30D | -13.8% | +9.1% | -22.9% | -17.3% |
| 3M | -15.5% | +14.7% | -30.1% | -21.2% |
| 6M | +17.9% | +28.0% | -10.1% | +3.5% |
| YTD | -25.5% | +45.6% | -71.1% | -39.6% |
| 1Y | -12.1% | +45.7% | -57.7% | -29.1% |
| 3Y | -5.9% | +21.1% | -27.0% | -30.1% |
| 5Y | -43.7% | +0.3% | -44.0% | -51.8% |
| All | +875.5% | +344.6% | +530.8% | +203.8% |
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