+1,362.4%
MU vs WST
-15.6%
+1,378.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.8% | +6.9% | +6.2% |
| 7D | +9.0% | +0.7% | +8.2% | +8.9% |
| 30D | +13.8% | -3.1% | +17.0% | +14.3% |
| 3M | +2.1% | +7.2% | -5.1% | +1.2% |
| 6M | +153.8% | +36.8% | +117.0% | +143.7% |
| YTD | +256.4% | +23.8% | +232.5% | +245.5% |
| 1Y | +719.8% | +37.8% | +682.0% | +682.5% |
| All | +1,362.4% | -15.6% | +1,378.1% | +1,261.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling