+354.7%
MNST vs WST
+456.5%
-101.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.7% | +1.7% |
| 7D | +1.6% | +4.2% | -2.6% | +0.8% |
| 30D | +5.1% | +11.2% | -6.2% | +2.8% |
| 3M | -0.5% | +20.4% | -20.8% | -4.2% |
| 6M | +8.1% | +37.9% | -29.7% | +1.1% |
| YTD | +21.2% | +51.8% | -30.6% | +10.5% |
| 1Y | +30.7% | +56.6% | -25.9% | +18.3% |
| 3Y | +67.3% | +24.2% | +43.1% | +49.2% |
| 5Y | +101.9% | +0.7% | +101.2% | +88.2% |
| All | +354.7% | +456.5% | -101.8% | +134.9% |
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