+5,285.6%
MS vs WST
+11,906.9%
-6,621.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.0% | -2.0% | -4.1% |
| 7D | -3.4% | -5.8% | +2.4% | -0.7% |
| 30D | -3.9% | +5.3% | -9.2% | -6.1% |
| 3M | -15.9% | +11.8% | -27.7% | -20.3% |
| 6M | -2.5% | +26.7% | -29.2% | -13.3% |
| YTD | +5.1% | +43.0% | -37.9% | -12.8% |
| 1Y | +13.0% | +38.9% | -25.9% | -5.2% |
| 3Y | +160.7% | +18.2% | +142.5% | +102.9% |
| 5Y | +114.0% | -1.5% | +115.5% | +72.3% |
| 10Y | +637.5% | +439.0% | +198.5% | +94.8% |
| All | +5,285.6% | +11,906.9% | -6,621.3% | +294.7% |
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