+654.5%
MRNA vs WST
+219.8%
+434.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.3% |
| 7D | -9.0% | -0.3% | -8.8% | -8.9% |
| 30D | +137.2% | -4.6% | +141.8% | +141.8% |
| 3M | +194.8% | +5.7% | +189.1% | +190.6% |
| 6M | +167.2% | +37.6% | +129.6% | +139.8% |
| YTD | +375.9% | +23.0% | +352.8% | +341.5% |
| 1Y | +465.2% | +33.8% | +431.3% | +407.0% |
| 3Y | +30.4% | -13.4% | +43.7% | +24.8% |
| 5Y | -66.8% | -27.0% | -39.9% | -65.8% |
| All | +654.5% | +219.8% | +434.7% | +331.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling