+235.5%
MXL vs WST
+1,667.3%
-1,431.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +6.0% |
| 7D | +1.6% | +0.7% | +0.9% | +1.2% |
| 30D | -7.0% | -3.1% | -3.8% | -5.4% |
| 3M | -33.4% | +7.2% | -40.6% | -35.8% |
| 6M | +260.2% | +36.8% | +223.3% | +201.7% |
| YTD | +260.0% | +23.8% | +236.1% | +217.9% |
| 1Y | +303.5% | +37.8% | +265.7% | +233.1% |
| 3Y | +160.4% | -15.9% | +176.3% | +160.6% |
| 5Y | +14.7% | -25.8% | +40.5% | +21.6% |
| 10Y | +215.6% | +319.6% | -104.0% | 0.0% |
| All | +235.5% | +1,667.3% | -1,431.8% | -69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling