+1,372.3%
MOH vs WST
+6,606.9%
-5,234.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.0% |
| 7D | -3.3% | -0.3% | -3.1% | -3.2% |
| 30D | -0.1% | -4.6% | +4.5% | +1.4% |
| 3M | -1.1% | +5.7% | -6.8% | -2.9% |
| 6M | +35.9% | +37.6% | -1.7% | +22.1% |
| YTD | +13.1% | +23.0% | -9.9% | +4.2% |
| 1Y | +11.8% | +33.8% | -22.0% | -1.1% |
| 3Y | -38.7% | -13.4% | -25.4% | -43.1% |
| 5Y | -25.1% | -27.0% | +1.8% | -28.2% |
| 10Y | +243.8% | +324.5% | -80.7% | +47.3% |
| All | +1,372.3% | +6,606.9% | -5,234.7% | +218.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling