+101.3%
MNST vs WST
-0.1%
+101.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.9% | -6.3% | -4.6% |
| 7D | -3.4% | -3.1% | -0.3% | -3.1% |
| 30D | +6.6% | +9.1% | -2.5% | +5.4% |
| 3M | -2.9% | +14.7% | -17.6% | -4.6% |
| 6M | +18.4% | +28.0% | -9.6% | +14.6% |
| YTD | +19.3% | +45.6% | -26.4% | +13.3% |
| 1Y | +37.9% | +45.7% | -7.8% | +30.8% |
| 3Y | +62.9% | +21.1% | +41.8% | +51.3% |
| All | +101.3% | -0.1% | +101.5% | +96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling