+5,626.0%
MS vs WST
+12,405.6%
-6,779.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.0% |
| 7D | +2.6% | +1.3% | +1.4% | +2.0% |
| 30D | +2.6% | +8.5% | -5.9% | -1.1% |
| 3M | -10.1% | +17.2% | -27.3% | -16.6% |
| 6M | +4.4% | +36.3% | -31.9% | -10.3% |
| YTD | +11.7% | +48.9% | -37.2% | -9.0% |
| 1Y | +20.9% | +42.9% | -22.0% | +0.1% |
| 3Y | +177.1% | +23.1% | +154.1% | +111.7% |
| 5Y | +127.7% | -4.4% | +132.1% | +86.8% |
| 10Y | +684.1% | +461.3% | +222.7% | +103.2% |
| All | +5,626.0% | +12,405.6% | -6,779.6% | +311.7% |
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