+333.6%
WST vs MDY
+175.0%
+158.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.8% |
| 7D | +0.4% | -2.5% | +3.0% | +2.0% |
| 30D | -2.0% | -5.0% | +3.0% | +1.1% |
| 3M | +4.1% | +0.5% | +3.6% | +3.6% |
| 6M | +47.4% | +8.0% | +39.4% | +40.2% |
| YTD | +25.4% | +12.2% | +13.3% | +16.6% |
| 1Y | +35.3% | +14.0% | +21.3% | +24.6% |
| 3Y | -11.7% | +48.2% | -59.9% | -32.0% |
| 5Y | -24.0% | +46.1% | -70.1% | -41.2% |
| All | +333.6% | +175.0% | +158.6% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling