+265.1%
MU vs WST
+47.3%
+217.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.4% | -7.4% | -7.0% |
| 7D | -19.1% | +1.3% | -20.4% | -19.2% |
| 30D | -25.2% | +8.5% | -33.7% | -25.8% |
| 3M | -10.9% | +17.2% | -28.1% | -12.4% |
| 6M | +38.0% | +36.3% | +1.7% | +33.6% |
| YTD | +178.8% | +48.9% | +129.9% | +162.4% |
| 1Y | +265.1% | +42.9% | +222.2% | +244.4% |
| All | +265.1% | +47.3% | +217.8% | +244.4% |
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