+1,788.2%
MPWR vs WST
+456.5%
+1,331.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.2% | -5.2% | -4.5% |
| 7D | +16.8% | +4.2% | +12.6% | +14.8% |
| 30D | +11.9% | +11.2% | +0.6% | +7.0% |
| 3M | +2.2% | +20.4% | -18.2% | -5.8% |
| 6M | -15.5% | +37.9% | -53.4% | -27.0% |
| YTD | +54.2% | +51.8% | +2.4% | +26.5% |
| 1Y | +51.5% | +56.6% | -5.2% | +22.2% |
| 3Y | +180.2% | +24.2% | +156.0% | +116.8% |
| 5Y | +156.8% | +0.7% | +156.1% | +122.1% |
| All | +1,788.2% | +456.5% | +1,331.7% | +471.6% |
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