+556.2%
MS vs WST
+452.5%
+103.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | -1.7% | +1.0% | -2.7% | -1.9% |
| 30D | +0.9% | +12.3% | -11.4% | -1.7% |
| 3M | -10.8% | +17.5% | -28.3% | -14.1% |
| 6M | +0.9% | +28.2% | -27.3% | -5.0% |
| YTD | +9.8% | +50.4% | -40.6% | -1.0% |
| 1Y | +17.1% | +49.3% | -32.2% | +5.6% |
| 3Y | +175.7% | +21.8% | +153.9% | +144.0% |
| 5Y | +125.9% | +0.3% | +125.6% | +106.1% |
| 10Y | +556.2% | +451.2% | +105.0% | +202.9% |
| All | +556.2% | +452.5% | +103.7% | +202.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling