+19.4%
MRSH vs WST
-24.9%
+44.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | 0.0% |
| 7D | -5.9% | +0.4% | -6.4% | -6.0% |
| 30D | -7.3% | -2.0% | -5.3% | -7.1% |
| 3M | +6.7% | +4.1% | +2.6% | +6.0% |
| 6M | +3.0% | +47.4% | -44.4% | -2.3% |
| YTD | -2.9% | +25.4% | -28.3% | -6.1% |
| 1Y | -9.0% | +35.3% | -44.3% | -13.1% |
| 3Y | -4.3% | -11.7% | +7.4% | -5.2% |
| 5Y | +19.4% | -24.0% | +43.5% | +23.3% |
| All | +19.4% | -24.9% | +44.4% | +23.3% |
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