+220.6%
MXL vs WST
+2,047.6%
-1,827.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.1% | +11.3% | +11.3% |
| 7D | +5.5% | +1.1% | +4.4% | +5.7% |
| 30D | -32.6% | +12.4% | -45.0% | -36.5% |
| 3M | -13.1% | +17.6% | -30.7% | -20.7% |
| 6M | -41.4% | +28.3% | -69.6% | -48.8% |
| YTD | +243.9% | +50.5% | +193.4% | +172.5% |
| 1Y | +305.1% | +49.4% | +255.7% | +222.0% |
| 3Y | +260.1% | +21.9% | +238.2% | +184.4% |
| 5Y | -12.1% | +0.4% | -12.4% | -21.7% |
| 10Y | +182.8% | +451.5% | -268.7% | -23.6% |
| All | +220.6% | +2,047.6% | -1,827.0% | -74.2% |
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 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