+215.7%
MXL vs WST
-13.7%
+229.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.2% | +7.8% | +7.6% |
| 7D | +19.0% | -1.7% | +20.6% | +19.8% |
| 30D | +4.5% | -4.3% | +8.8% | +6.2% |
| 3M | -1.5% | +0.7% | -2.3% | -1.2% |
| 6M | +348.6% | +36.0% | +312.6% | +298.9% |
| YTD | +310.3% | +22.7% | +287.5% | +278.3% |
| 1Y | +344.7% | +34.1% | +310.6% | +295.8% |
| All | +215.7% | -13.7% | +229.4% | +205.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling