+287.6%
MP vs WST
+95.8%
+191.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +3.2% |
| 7D | +9.5% | +4.2% | +5.2% | +8.6% |
| 30D | -3.0% | +11.2% | -14.2% | -4.9% |
| 3M | -30.4% | +20.4% | -50.7% | -32.9% |
| 6M | -39.2% | +37.9% | -77.1% | -43.1% |
| YTD | -23.3% | +51.8% | -75.1% | -30.2% |
| 1Y | -32.6% | +56.6% | -89.3% | -39.2% |
| 3Y | +159.3% | +24.2% | +135.0% | +128.8% |
| 5Y | -16.4% | +0.7% | -17.1% | -26.6% |
| All | +287.6% | +95.8% | +191.8% | +182.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling