-2.9%
MDT vs WST
-0.1%
-2.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -3.1% |
| 7D | +5.4% | -3.1% | +8.6% | +5.9% |
| 30D | +19.1% | +9.1% | +10.0% | +17.7% |
| 3M | +19.5% | +14.7% | +4.8% | +17.3% |
| 6M | +33.5% | +28.0% | +5.5% | +29.1% |
| YTD | +8.7% | +45.6% | -37.0% | +3.1% |
| 1Y | +16.8% | +45.7% | -28.9% | +10.7% |
| 3Y | +53.0% | +21.1% | +31.9% | +42.2% |
| All | -2.9% | -0.1% | -2.8% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling