+1,542.6%
MPWR vs WST
+441.1%
+1,101.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.9% | +3.3% | +4.4% |
| 7D | -1.7% | -3.1% | +1.4% | -0.2% |
| 30D | -16.5% | +9.1% | -25.6% | -19.6% |
| 3M | -12.3% | +14.7% | -27.0% | -17.5% |
| 6M | -27.7% | +28.0% | -55.7% | -35.7% |
| YTD | +32.0% | +45.6% | -13.6% | +10.1% |
| 1Y | +25.1% | +45.7% | -20.6% | +4.1% |
| 3Y | +146.5% | +21.1% | +125.4% | +91.7% |
| 5Y | +126.0% | +0.3% | +125.7% | +93.9% |
| All | +1,542.6% | +441.1% | +1,101.5% | +408.3% |
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