+313.1%
MNST vs WST
+466.7%
-153.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -0.8% |
| 7D | -5.0% | +1.3% | -6.2% | -5.2% |
| 30D | +4.6% | +12.9% | -8.3% | +2.0% |
| 3M | +1.0% | +16.7% | -15.7% | -2.2% |
| 6M | +5.8% | +26.8% | -21.0% | +0.5% |
| YTD | +19.1% | +50.5% | -31.4% | +8.7% |
| 1Y | +30.9% | +52.9% | -22.0% | +19.0% |
| 3Y | +65.7% | +23.9% | +41.8% | +47.8% |
| 5Y | +99.0% | +1.0% | +97.9% | +85.0% |
| 10Y | +313.1% | +451.4% | -138.3% | +107.2% |
| All | +313.1% | +466.7% | -153.7% | +107.2% |
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