+297.0%
MXL vs WST
+47.3%
+249.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +0.4% | -11.6% | -11.4% |
| 7D | -24.3% | +1.3% | -25.6% | -24.9% |
| 30D | -46.1% | +8.5% | -54.6% | -48.4% |
| 3M | -21.8% | +17.2% | -39.0% | -28.7% |
| 6M | -27.2% | +36.3% | -63.5% | -37.3% |
| YTD | +226.2% | +48.9% | +177.2% | +160.0% |
| 1Y | +297.0% | +42.9% | +254.1% | +230.0% |
| All | +297.0% | +47.3% | +249.7% | +230.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling