+68,550.7%
MU vs WST
+14,250.0%
+54,300.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -4.0% | -13.5% | -15.8% |
| 7D | -29.7% | -5.8% | -23.9% | -27.7% |
| 30D | -37.2% | +5.3% | -42.5% | -38.4% |
| 3M | -26.5% | +11.8% | -38.3% | -30.0% |
| 6M | +2.6% | +26.7% | -24.1% | -7.7% |
| YTD | +130.1% | +43.0% | +87.2% | +94.2% |
| 1Y | +176.7% | +38.9% | +137.8% | +135.9% |
| 3Y | +813.1% | +18.2% | +794.9% | +631.3% |
| 5Y | +822.0% | -1.5% | +823.5% | +671.7% |
| 10Y | +3,936.2% | +439.0% | +3,497.2% | +1,280.1% |
| All | +68,550.7% | +14,250.0% | +54,300.7% | +5,830.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling