-57.4%
MUZ vs WST
+26.2%
-83.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | +0.1% | -24.0% | -23.8% |
| 7D | -17.7% | +1.1% | -18.7% | -15.1% |
| 30D | +14.5% | +12.4% | +2.1% | +19.7% |
| 3M | -25.7% | +17.6% | -43.3% | -21.9% |
| All | -57.4% | +26.2% | -83.6% | -54.4% |
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 · Available span rolling