+339.4%
MXL vs WST
+37.8%
+301.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -4.2% |
| 7D | +16.6% | +0.4% | +16.2% | +16.2% |
| 30D | +0.5% | -2.0% | +2.5% | +1.4% |
| 3M | -3.6% | +4.1% | -7.7% | -4.4% |
| 6M | +328.0% | +47.4% | +280.6% | +257.1% |
| YTD | +297.8% | +25.4% | +272.4% | +252.9% |
| 1Y | +339.4% | +35.3% | +304.1% | +281.7% |
| All | +339.4% | +37.8% | +301.6% | +281.7% |
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 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