+7,983.2%
MDT vs WST
+12,330.1%
-4,346.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.3% |
| 7D | +3.2% | +0.7% | +2.5% | +3.0% |
| 30D | +9.5% | -3.1% | +12.7% | +10.3% |
| 3M | +16.0% | +7.2% | +8.8% | +13.9% |
| 6M | +0.2% | +36.8% | -36.6% | -7.4% |
| YTD | -0.3% | +23.8% | -24.1% | -6.0% |
| 1Y | +4.7% | +37.8% | -33.0% | -4.2% |
| 3Y | +26.5% | -15.9% | +42.4% | +22.7% |
| 5Y | -18.2% | -25.8% | +7.6% | -20.3% |
| 10Y | +40.0% | +319.6% | -279.6% | -16.9% |
| All | +7,983.2% | +12,330.1% | -4,346.9% | +2,082.0% |
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 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