+346.0%
MNST vs WST
+449.7%
-103.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | -4.7% | +4.9% | -9.6% | -5.7% |
| 30D | +5.2% | +10.7% | -5.5% | +3.1% |
| 3M | -0.9% | +16.8% | -17.7% | -4.0% |
| 6M | +6.1% | +32.0% | -25.8% | +0.1% |
| YTD | +18.9% | +49.9% | -31.1% | +8.7% |
| 1Y | +29.3% | +50.6% | -21.3% | +17.9% |
| 3Y | +64.9% | +21.4% | +43.4% | +47.9% |
| 5Y | +98.0% | -0.6% | +98.6% | +85.1% |
| All | +346.0% | +449.7% | -103.7% | +131.0% |
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 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