+4,407.5%
MU vs WST
+456.5%
+3,951.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.8% | -2.9% |
| 7D | +12.8% | +4.2% | +8.6% | +11.4% |
| 30D | -14.9% | +11.2% | -26.1% | -17.4% |
| 3M | -18.0% | +20.4% | -38.4% | -22.6% |
| 6M | -3.1% | +37.9% | -41.0% | -12.5% |
| YTD | +172.9% | +51.8% | +121.1% | +136.9% |
| 1Y | +228.8% | +56.6% | +172.2% | +182.1% |
| 3Y | +950.8% | +24.2% | +926.6% | +778.7% |
| 5Y | +931.3% | +0.7% | +930.6% | +817.0% |
| All | +4,407.5% | +456.5% | +3,951.0% | +1,343.1% |
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