+263.8%
MXL vs WST
+23.3%
+240.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.1% | +11.3% | +11.3% |
| 7D | +5.5% | +1.1% | +4.4% | +5.6% |
| 30D | -32.6% | +12.4% | -45.0% | -35.1% |
| 3M | -13.1% | +17.6% | -30.7% | -18.1% |
| 6M | -41.4% | +28.3% | -69.6% | -46.1% |
| YTD | +243.9% | +50.5% | +193.4% | +197.5% |
| 1Y | +305.1% | +49.4% | +255.7% | +251.0% |
| All | +263.8% | +23.3% | +240.5% | +187.7% |
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