+4,271.9%
MU vs WST
+466.7%
+3,805.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.3% | +2.9% | +5.2% |
| 7D | -12.0% | +1.3% | -13.3% | -12.2% |
| 30D | -28.7% | +12.9% | -41.6% | -31.2% |
| 3M | -16.4% | +16.7% | -33.1% | -20.3% |
| 6M | -1.8% | +26.8% | -28.6% | -9.0% |
| YTD | +157.1% | +50.5% | +106.6% | +123.8% |
| 1Y | +208.5% | +52.9% | +155.6% | +166.8% |
| 3Y | +906.2% | +23.9% | +882.2% | +741.3% |
| 5Y | +893.4% | +1.0% | +892.4% | +780.3% |
| 10Y | +4,271.9% | +451.4% | +3,820.5% | +1,320.0% |
| All | +4,271.9% | +466.7% | +3,805.1% | +1,320.0% |
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