+161.8%
MS vs WST
+16.9%
+144.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.0% | -2.0% | -5.5% |
| 7D | -3.4% | -5.8% | +2.4% | -2.8% |
| 30D | -3.9% | +5.3% | -9.2% | -4.4% |
| 3M | -15.9% | +11.8% | -27.7% | -16.9% |
| 6M | -2.5% | +26.7% | -29.2% | -5.0% |
| YTD | +5.1% | +43.0% | -37.9% | +0.6% |
| 1Y | +13.0% | +38.9% | -25.9% | +8.4% |
| All | +161.8% | +16.9% | +144.9% | +133.9% |
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 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