+18.4%
MRSH vs WST
+47.3%
-28.9%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.9% | +3.3% |
| 7D | +9.4% | +1.3% | +8.1% | +9.3% |
| 30D | +23.4% | +8.5% | +14.9% | +23.0% |
| 3M | +9.9% | +17.2% | -7.3% | +9.2% |
| 6M | +26.0% | +36.3% | -10.2% | +24.7% |
| YTD | +15.2% | +48.9% | -33.7% | +14.2% |
| 1Y | +18.4% | +42.9% | -24.5% | +17.9% |
| All | +18.4% | +47.3% | -28.9% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling