+181.3%
MS vs WST
-15.6%
+197.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +1.4% | +0.7% | +0.6% | +1.3% |
| 30D | -0.3% | -3.1% | +2.9% | +0.1% |
| 3M | +0.3% | +7.2% | -6.9% | -0.6% |
| 6M | +31.3% | +36.8% | -5.5% | +26.1% |
| YTD | +24.7% | +23.8% | +0.8% | +20.9% |
| 1Y | +47.9% | +37.8% | +10.1% | +41.5% |
| All | +181.3% | -15.6% | +197.0% | +176.5% |
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