+84.2%
MNST vs WST
-25.7%
+109.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -6.5% | +0.7% | -7.2% | -6.6% |
| 30D | -7.2% | -3.1% | -4.1% | -6.9% |
| 3M | -1.0% | +7.2% | -8.2% | -1.9% |
| 6M | +11.5% | +36.8% | -25.3% | +7.0% |
| YTD | +14.3% | +23.8% | -9.5% | +10.9% |
| 1Y | +38.1% | +37.8% | +0.4% | +31.8% |
| 3Y | +55.0% | -15.9% | +70.9% | +54.8% |
| All | +84.2% | -25.7% | +109.8% | +85.0% |
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