+195.7%
MRVL vs WST
+24.3%
+171.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.2% | -5.9% | -4.9% |
| 7D | +11.0% | +4.2% | +6.8% | +10.1% |
| 30D | -36.1% | +11.2% | -47.3% | -37.3% |
| 3M | -29.4% | +20.4% | -49.8% | -31.8% |
| 6M | -11.9% | +37.9% | -49.7% | -17.2% |
| YTD | +84.8% | +51.8% | +33.0% | +69.5% |
| 1Y | +79.4% | +56.6% | +22.8% | +63.9% |
| 3Y | +195.7% | +24.2% | +171.5% | +139.8% |
| All | +195.7% | +24.3% | +171.4% | +139.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling