-69.6%
MRNA vs WST
-24.9%
-44.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.4% | 0.0% |
| 7D | -8.2% | +0.4% | -8.7% | -8.4% |
| 30D | +125.6% | -2.0% | +127.6% | +127.7% |
| 3M | +197.1% | +4.1% | +193.0% | +194.5% |
| 6M | +148.5% | +47.4% | +101.1% | +119.8% |
| YTD | +363.3% | +25.4% | +337.9% | +329.3% |
| 1Y | +462.0% | +35.3% | +426.7% | +405.8% |
| 3Y | +26.9% | -11.7% | +38.6% | +22.1% |
| 5Y | -69.6% | -24.0% | -45.6% | -59.4% |
| All | -69.6% | -24.9% | -44.7% | -59.4% |
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 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