+5,975.2%
MU vs WST
+322.7%
+5,652.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.8% | +6.9% | +6.3% |
| 7D | +9.0% | +0.7% | +8.2% | +8.7% |
| 30D | +13.8% | -3.1% | +17.0% | +14.9% |
| 3M | +2.1% | +7.2% | -5.1% | -0.2% |
| 6M | +153.8% | +36.8% | +117.0% | +128.7% |
| YTD | +256.4% | +23.8% | +232.5% | +229.7% |
| 1Y | +719.8% | +37.8% | +682.0% | +628.6% |
| 3Y | +1,360.4% | -15.9% | +1,376.3% | +1,314.3% |
| 5Y | +1,312.4% | -25.8% | +1,338.2% | +1,301.1% |
| All | +5,975.2% | +322.7% | +5,652.6% | +2,306.7% |
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