+2.6%
MU vs WST
+29.8%
-27.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -4.0% | -13.5% | -16.2% |
| 7D | -29.7% | -5.8% | -23.9% | -28.6% |
| 30D | -37.2% | +5.3% | -42.5% | -36.7% |
| 3M | -26.5% | +11.8% | -38.3% | -26.3% |
| 6M | +2.6% | +26.7% | -24.1% | +3.9% |
| All | +2.6% | +29.8% | -27.3% | +3.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling