-14.3%
MLM vs WST
+42.2%
-56.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.2% |
| 7D | -4.1% | -3.1% | -1.0% | -3.6% |
| 30D | +8.2% | +9.1% | -0.9% | +6.8% |
| 3M | -3.6% | +14.7% | -18.3% | -5.5% |
| 6M | -15.6% | +28.0% | -43.6% | -18.9% |
| YTD | -16.4% | +45.6% | -62.1% | -22.4% |
| 1Y | -14.3% | +45.7% | -60.0% | -20.7% |
| All | -14.3% | +42.2% | -56.5% | -20.7% |
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