+6,288.2%
MS vs WST
+10,300.5%
-4,012.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +1.4% | +0.7% | +0.6% | +1.0% |
| 30D | -0.3% | -3.1% | +2.9% | +1.1% |
| 3M | +0.3% | +7.2% | -6.9% | -3.4% |
| 6M | +31.3% | +36.8% | -5.5% | +11.8% |
| YTD | +24.7% | +23.8% | +0.8% | +10.7% |
| 1Y | +47.9% | +37.8% | +10.1% | +23.5% |
| 3Y | +178.3% | -15.9% | +194.2% | +156.7% |
| 5Y | +144.9% | -25.8% | +170.7% | +127.1% |
| 10Y | +804.5% | +319.6% | +484.9% | +171.5% |
| All | +6,288.2% | +10,300.5% | -4,012.3% | +400.7% |
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