+674.0%
MRNA vs WST
+227.8%
+446.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +5.2% |
| 7D | -1.1% | +1.8% | -2.9% | -1.7% |
| 30D | +126.1% | -1.7% | +127.8% | +128.1% |
| 3M | +190.0% | +4.9% | +185.1% | +186.5% |
| 6M | +157.2% | +45.5% | +111.7% | +126.5% |
| YTD | +388.2% | +26.1% | +362.1% | +348.9% |
| 1Y | +467.0% | +31.7% | +435.3% | +411.2% |
| 3Y | +36.1% | -12.1% | +48.2% | +29.9% |
| 5Y | -68.0% | -23.6% | -44.4% | -67.5% |
| All | +674.0% | +227.8% | +446.2% | +338.5% |
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