+1,865.4%
MPWR vs WST
+449.7%
+1,415.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | +27.9% | +4.9% | +23.1% | +25.5% |
| 30D | +9.7% | +10.7% | -1.0% | +5.1% |
| 3M | +1.7% | +16.8% | -15.1% | -4.9% |
| 6M | -9.2% | +32.0% | -41.2% | -20.1% |
| YTD | +60.5% | +49.9% | +10.6% | +32.4% |
| 1Y | +52.0% | +50.6% | +1.4% | +24.9% |
| 3Y | +193.1% | +21.4% | +171.7% | +129.7% |
| 5Y | +167.3% | -0.6% | +167.8% | +132.5% |
| All | +1,865.4% | +449.7% | +1,415.7% | +498.4% |
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