+163.7%
MXL vs WST
+456.5%
-292.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -6.0% |
| 7D | +13.4% | +4.2% | +9.2% | +11.1% |
| 30D | -29.2% | +11.2% | -40.5% | -32.6% |
| 3M | -27.2% | +20.4% | -47.6% | -33.9% |
| 6M | -36.4% | +37.9% | -74.3% | -45.9% |
| YTD | +220.0% | +51.8% | +168.2% | +157.7% |
| 1Y | +304.8% | +56.6% | +248.2% | +220.3% |
| 3Y | +238.5% | +24.2% | +214.3% | +170.8% |
| 5Y | -18.8% | +0.7% | -19.4% | -26.5% |
| All | +163.7% | +456.5% | -292.8% | -13.7% |
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 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 · 6 months rolling