-20.7%
MDLN vs WST
+30.8%
-51.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.4% |
| 7D | -11.1% | +1.8% | -12.9% | -11.3% |
| 30D | -8.4% | -1.7% | -6.6% | -8.2% |
| 3M | -12.4% | +4.9% | -17.3% | -12.8% |
| 6M | -23.3% | +45.5% | -68.8% | -23.6% |
| YTD | -22.5% | +26.1% | -48.7% | -27.4% |
| All | -20.7% | +30.8% | -51.5% | -25.0% |
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