-10.5%
MLM vs WST
+47.3%
-57.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +1.9% | +2.3% |
| 7D | +9.1% | +1.3% | +7.9% | +8.9% |
| 30D | +14.6% | +8.5% | +6.1% | +13.1% |
| 3M | +0.3% | +17.2% | -16.9% | -2.2% |
| 6M | -7.5% | +36.3% | -43.7% | -12.3% |
| YTD | -10.2% | +48.9% | -59.1% | -17.1% |
| 1Y | -10.5% | +42.9% | -53.4% | -16.4% |
| All | -10.5% | +47.3% | -57.8% | -16.4% |
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 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