+114.0%
MS vs WST
-7.2%
+121.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.0% | -2.0% | -5.3% |
| 7D | -3.4% | -5.8% | +2.4% | -2.4% |
| 30D | -3.9% | +5.3% | -9.2% | -4.7% |
| 3M | -15.9% | +11.8% | -27.7% | -17.5% |
| 6M | -2.5% | +26.7% | -29.2% | -6.5% |
| YTD | +5.1% | +43.0% | -37.9% | -1.8% |
| 1Y | +13.0% | +38.9% | -25.9% | +6.0% |
| 3Y | +160.7% | +18.2% | +142.5% | +138.0% |
| 5Y | +114.0% | -1.5% | +115.5% | +93.2% |
| All | +114.0% | -7.2% | +121.3% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling