-20.6%
MOH vs WST
-24.9%
+4.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.0% | +2.9% |
| 7D | -1.3% | +0.4% | -1.7% | -1.3% |
| 30D | +3.0% | -2.0% | +5.0% | +3.2% |
| 3M | +1.2% | +4.1% | -2.9% | +0.8% |
| 6M | +41.7% | +47.4% | -5.7% | +36.8% |
| YTD | +15.4% | +25.4% | -10.0% | +12.9% |
| 1Y | +11.8% | +35.3% | -23.5% | +8.1% |
| 3Y | -37.5% | -11.7% | -25.8% | -37.6% |
| 5Y | -20.6% | -24.0% | +3.4% | -16.7% |
| All | -20.6% | -24.9% | +4.3% | -16.7% |
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