+97.2%
MNST vs WST
+1.6%
+95.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -3.9% | +1.4% | -5.3% | -4.1% |
| 30D | +3.9% | +12.7% | -8.8% | +2.3% |
| 3M | -0.8% | +17.2% | -18.0% | -2.8% |
| 6M | +5.1% | +26.7% | -21.6% | +1.8% |
| YTD | +18.3% | +50.3% | -32.0% | +11.9% |
| 1Y | +29.5% | +50.2% | -20.7% | +22.4% |
| 3Y | +64.0% | +21.7% | +42.3% | +52.9% |
| 5Y | +97.2% | +2.0% | +95.1% | +90.8% |
| All | +97.2% | +1.6% | +95.5% | +90.8% |
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