+178.8%
MXL vs WST
+449.7%
-270.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | +33.1% | +4.9% | +28.2% | +30.1% |
| 30D | -33.5% | +10.7% | -44.2% | -36.5% |
| 3M | -20.7% | +16.8% | -37.5% | -26.8% |
| 6M | -35.9% | +32.0% | -67.8% | -44.2% |
| YTD | +238.3% | +49.9% | +188.3% | +174.3% |
| 1Y | +296.2% | +50.6% | +245.6% | +220.3% |
| 3Y | +254.1% | +21.4% | +232.7% | +187.2% |
| 5Y | -14.1% | -0.6% | -13.6% | -21.7% |
| All | +178.8% | +449.7% | -270.9% | -8.2% |
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