-10.8%
MDLN vs WST
+28.5%
-39.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +3.7% | +0.7% | +3.0% | +3.6% |
| 30D | -0.2% | -3.1% | +2.9% | +0.1% |
| 3M | +6.2% | +7.2% | -1.0% | +5.6% |
| 6M | -14.7% | +36.8% | -51.5% | -15.2% |
| YTD | -12.9% | +23.8% | -36.7% | -18.2% |
| All | -10.8% | +28.5% | -39.2% | -15.5% |
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