+1,014.6%
MU vs WST
+1.5%
+1,013.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.1% | +11.8% | +11.9% |
| 7D | +2.0% | +1.1% | +1.0% | +2.0% |
| 30D | -18.0% | +12.4% | -30.3% | -19.8% |
| 3M | -6.6% | +17.6% | -24.1% | -9.7% |
| 6M | +2.0% | +28.3% | -26.2% | -3.3% |
| YTD | +184.5% | +50.5% | +134.0% | +159.2% |
| 1Y | +236.9% | +49.4% | +187.5% | +207.1% |
| 3Y | +987.0% | +21.9% | +965.1% | +861.7% |
| 5Y | +1,014.6% | +0.4% | +1,014.3% | +925.2% |
| All | +1,014.6% | +1.5% | +1,013.1% | +925.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling