+43.5%
MLM vs WST
-25.7%
+69.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.3% |
| 7D | -2.9% | +0.7% | -3.6% | -3.0% |
| 30D | -6.8% | -3.1% | -3.7% | -6.3% |
| 3M | -11.2% | +7.2% | -18.4% | -12.5% |
| 6M | -21.8% | +36.8% | -58.7% | -26.4% |
| YTD | -17.0% | +23.8% | -40.8% | -20.6% |
| 1Y | -16.4% | +37.8% | -54.1% | -21.9% |
| 3Y | +14.5% | -15.9% | +30.4% | +14.5% |
| All | +43.5% | -25.7% | +69.2% | +37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling