-15.1%
MP vs WST
-0.1%
-14.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.1% | +4.5% |
| 7D | -10.5% | -3.1% | -7.4% | -9.8% |
| 30D | -23.5% | +9.1% | -32.6% | -24.9% |
| 3M | -25.4% | +14.7% | -40.1% | -27.7% |
| 6M | -51.3% | +28.0% | -79.3% | -54.0% |
| YTD | -29.9% | +45.6% | -75.6% | -36.2% |
| 1Y | -31.8% | +45.7% | -77.5% | -38.1% |
| 3Y | +127.0% | +21.1% | +105.9% | +96.0% |
| All | -15.1% | -0.1% | -14.9% | -24.1% |
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 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