+349.5%
MTUM vs WST
+344.2%
+5.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | +0.7% | +1.8% | -1.1% | +0.3% |
| 30D | -2.4% | -1.7% | -0.7% | -2.1% |
| 3M | -3.6% | +4.9% | -8.5% | -4.9% |
| 6M | +23.7% | +45.5% | -21.9% | +12.2% |
| YTD | +22.9% | +26.1% | -3.2% | +15.1% |
| 1Y | +21.8% | +31.7% | -9.9% | +12.2% |
| 3Y | +114.4% | -12.1% | +126.5% | +107.4% |
| 5Y | +79.6% | -23.6% | +103.1% | +80.6% |
| All | +349.5% | +344.2% | +5.3% | +128.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling