-25.8%
WST vs MDY
+47.4%
-73.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.2% |
| 7D | -0.3% | +1.0% | -1.3% | -1.0% |
| 30D | -4.6% | -3.1% | -1.5% | -2.4% |
| 3M | +5.7% | +1.8% | +3.9% | +4.1% |
| 6M | +37.6% | +10.8% | +26.8% | +27.2% |
| YTD | +23.0% | +14.4% | +8.6% | +11.2% |
| 1Y | +33.8% | +15.2% | +18.6% | +20.4% |
| 3Y | -13.4% | +51.2% | -64.5% | -38.8% |
| All | -25.8% | +47.4% | -73.2% | -48.5% |
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 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