+599.3%
MTUM vs WST
+1,049.2%
-449.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.0% |
| 7D | +1.7% | +0.7% | +1.0% | +1.5% |
| 30D | -1.7% | -3.1% | +1.5% | -0.9% |
| 3M | -6.3% | +7.2% | -13.6% | -8.2% |
| 6M | +21.8% | +36.8% | -15.0% | +11.5% |
| YTD | +22.0% | +23.8% | -1.8% | +14.3% |
| 1Y | +25.3% | +37.8% | -12.4% | +13.5% |
| 3Y | +112.1% | -15.9% | +128.0% | +107.0% |
| 5Y | +76.2% | -25.8% | +102.0% | +76.6% |
| 10Y | +340.1% | +319.6% | +20.5% | +116.2% |
| All | +599.3% | +1,049.2% | -449.8% | +137.3% |
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