+0.4%
WST vs MDY
+37.8%
-37.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.5% |
| 7D | +1.1% | +0.2% | +0.9% | +0.9% |
| 30D | +12.4% | +2.1% | +10.2% | +10.7% |
| 3M | +17.6% | -3.6% | +21.2% | +20.7% |
| 6M | +28.3% | +1.7% | +26.6% | +26.3% |
| YTD | +50.5% | +13.8% | +36.7% | +36.2% |
| 1Y | +49.4% | +15.5% | +33.9% | +33.8% |
| 3Y | +21.9% | +58.3% | -36.4% | -18.2% |
| 5Y | +0.4% | +37.4% | -37.1% | -28.4% |
| All | +0.4% | +37.8% | -37.4% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling