+70.4%
MNST vs WST
+16.9%
+53.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -1.7% |
| 7D | +3.2% | -5.8% | +9.0% | +3.5% |
| 30D | +10.6% | +5.3% | +5.3% | +10.3% |
| 3M | +1.3% | +11.8% | -10.5% | +0.6% |
| 6M | +26.2% | +26.7% | -0.5% | +24.6% |
| YTD | +24.8% | +43.0% | -18.2% | +22.3% |
| 1Y | +40.9% | +38.9% | +2.1% | +38.3% |
| All | +70.4% | +16.9% | +53.5% | +60.3% |
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