+1,064.4%
MRVL vs WST
+10,548.4%
-9,484.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.9% | +4.9% |
| 7D | -28.1% | -3.1% | -25.0% | -26.8% |
| 30D | -50.4% | +9.1% | -59.5% | -52.3% |
| 3M | -32.9% | +14.7% | -47.6% | -37.1% |
| 6M | -17.9% | +28.0% | -45.9% | -27.4% |
| YTD | +66.4% | +45.6% | +20.8% | +37.9% |
| 1Y | +51.5% | +45.7% | +5.9% | +25.6% |
| 3Y | +177.9% | +21.1% | +156.8% | +117.9% |
| 5Y | +100.0% | +0.3% | +99.7% | +69.9% |
| 10Y | +1,108.1% | +449.0% | +659.1% | +317.9% |
| All | +1,064.4% | +10,548.4% | -9,484.0% | -47.4% |
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