+1,174.9%
MRVL vs WST
+10,902.1%
-9,727.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +3.3% | +6.2% | +8.0% |
| 7D | -9.8% | +1.3% | -11.1% | -10.0% |
| 30D | -43.8% | +12.9% | -56.7% | -46.8% |
| 3M | -29.3% | +16.7% | -46.0% | -34.2% |
| 6M | -9.1% | +26.8% | -35.9% | -19.1% |
| YTD | +82.2% | +50.5% | +31.7% | +48.9% |
| 1Y | +70.3% | +52.9% | +17.4% | +38.2% |
| 3Y | +197.0% | +23.9% | +173.1% | +131.1% |
| 5Y | +115.8% | +1.0% | +114.7% | +83.1% |
| 10Y | +1,204.0% | +451.4% | +752.7% | +351.2% |
| All | +1,174.9% | +10,902.1% | -9,727.2% | -43.2% |
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