+186.5%
MLM vs WST
+431.2%
-244.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.0% | -1.2% | -4.4% |
| 7D | -1.2% | -5.8% | +4.6% | 0.0% |
| 30D | +7.9% | +5.3% | +2.6% | +6.9% |
| 3M | -4.5% | +11.8% | -16.3% | -6.5% |
| 6M | -12.6% | +26.7% | -39.3% | -16.8% |
| YTD | -14.9% | +43.0% | -57.8% | -21.2% |
| 1Y | -13.1% | +38.9% | -51.9% | -19.2% |
| 3Y | +21.2% | +18.2% | +3.1% | +9.9% |
| 5Y | +32.0% | -1.5% | +33.5% | +22.2% |
| All | +186.5% | +431.2% | -244.7% | +74.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling