+3,971.9%
MU vs WST
+441.1%
+3,530.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.3% | +4.5% |
| 7D | -22.0% | -3.1% | -18.9% | -21.0% |
| 30D | -36.6% | +9.1% | -45.7% | -38.1% |
| 3M | -21.7% | +14.7% | -36.4% | -25.0% |
| 6M | +3.5% | +28.0% | -24.5% | -4.4% |
| YTD | +141.9% | +45.6% | +96.3% | +112.7% |
| 1Y | +189.8% | +45.7% | +144.2% | +154.4% |
| 3Y | +855.4% | +21.1% | +834.3% | +702.1% |
| 5Y | +869.2% | +0.3% | +868.8% | +755.8% |
| All | +3,971.9% | +441.1% | +3,530.8% | +1,218.7% |
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