-7.2%
MTZ vs WST
+49.0%
-56.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | +16.5% | +4.9% | +11.6% | +15.7% |
| 30D | -10.2% | +10.7% | -20.9% | -11.5% |
| 3M | -34.2% | +16.8% | -51.0% | -35.7% |
| 6M | -56.0% | +32.0% | -87.9% | -57.9% |
| YTD | -14.8% | +49.9% | -64.8% | -21.5% |
| 1Y | -7.2% | +50.6% | -57.9% | -14.6% |
| All | -7.2% | +49.0% | -56.2% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling