+3,327.9%
MLM vs WST
+9,957.9%
-6,630.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +1.9% | +2.2% |
| 7D | +9.1% | +1.3% | +7.9% | +8.7% |
| 30D | +14.6% | +8.5% | +6.1% | +11.8% |
| 3M | +0.3% | +17.2% | -16.9% | -4.5% |
| 6M | -7.5% | +36.3% | -43.7% | -16.2% |
| YTD | -10.2% | +48.9% | -59.1% | -21.6% |
| 1Y | -10.5% | +42.9% | -53.4% | -20.9% |
| 3Y | +27.8% | +23.1% | +4.8% | +8.0% |
| 5Y | +38.9% | -4.4% | +43.3% | +24.6% |
| 10Y | +211.4% | +461.3% | -249.9% | +35.8% |
| All | +3,327.9% | +9,957.9% | -6,630.0% | +526.8% |
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 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