+8,795.5%
MDT vs WST
+15,003.6%
-6,208.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | +0.2% |
| 7D | +3.5% | +1.3% | +2.2% | +3.2% |
| 30D | +16.2% | +12.9% | +3.3% | +12.9% |
| 3M | +18.9% | +16.7% | +2.2% | +14.6% |
| 6M | +37.3% | +26.8% | +10.5% | +29.5% |
| YTD | +9.7% | +50.5% | -40.7% | -1.2% |
| 1Y | +15.2% | +52.9% | -37.7% | +3.2% |
| 3Y | +61.8% | +23.9% | +37.9% | +42.5% |
| 5Y | -1.4% | +1.0% | -2.4% | -10.9% |
| 10Y | +61.6% | +451.4% | -389.8% | -10.1% |
| All | +8,795.5% | +15,003.6% | -6,208.1% | +2,192.4% |
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