+56.6%
MNST vs WST
-15.6%
+72.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -6.5% | +0.7% | -7.2% | -6.5% |
| 30D | -7.2% | -3.1% | -4.1% | -7.1% |
| 3M | -1.0% | +7.2% | -8.2% | -1.5% |
| 6M | +11.5% | +36.8% | -25.3% | +9.4% |
| YTD | +14.3% | +23.8% | -9.5% | +12.7% |
| 1Y | +38.1% | +37.8% | +0.4% | +35.2% |
| All | +56.6% | -15.6% | +72.2% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling