+1,743.1%
MRVL vs WST
+8,954.6%
-7,211.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.8% | +7.9% | +7.4% |
| 7D | +3.2% | +0.7% | +2.5% | +2.8% |
| 30D | +5.9% | -3.1% | +9.1% | +7.6% |
| 3M | -29.3% | +7.2% | -36.5% | -31.8% |
| 6M | +186.5% | +36.8% | +149.7% | +145.5% |
| YTD | +163.4% | +23.8% | +139.6% | +135.6% |
| 1Y | +249.5% | +37.8% | +211.7% | +195.1% |
| 3Y | +289.4% | -15.9% | +305.3% | +266.8% |
| 5Y | +270.2% | -25.8% | +296.1% | +263.6% |
| 10Y | +1,748.8% | +319.6% | +1,429.2% | +624.5% |
| All | +1,743.1% | +8,954.6% | -7,211.6% | -10.1% |
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