+3,332.0%
MRSH vs WST
+12,248.9%
-8,916.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.7% |
| 7D | -3.8% | -0.3% | -3.5% | -3.7% |
| 30D | -5.8% | -4.6% | -1.2% | -4.8% |
| 3M | +11.7% | +5.7% | +6.0% | +10.1% |
| 6M | -0.3% | +37.6% | -37.9% | -8.0% |
| YTD | -1.1% | +23.0% | -24.2% | -6.7% |
| 1Y | -9.5% | +33.8% | -43.3% | -16.7% |
| 3Y | -2.6% | -13.4% | +10.8% | -6.6% |
| 5Y | +22.7% | -27.0% | +49.7% | +20.2% |
| 10Y | +214.6% | +324.5% | -110.0% | +85.7% |
| All | +3,332.0% | +12,248.9% | -8,916.9% | +881.7% |
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