+8,603.7%
WST vs MDY
+2,597.3%
+6,006.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.3% |
| 7D | +4.9% | +3.0% | +1.8% | +3.0% |
| 30D | +10.7% | +0.8% | +9.9% | +10.2% |
| 3M | +16.8% | -5.1% | +22.0% | +20.5% |
| 6M | +32.0% | +1.2% | +30.8% | +30.8% |
| YTD | +49.9% | +12.5% | +37.5% | +39.6% |
| 1Y | +50.6% | +13.8% | +36.9% | +39.4% |
| 3Y | +21.4% | +56.4% | -35.0% | -8.3% |
| 5Y | -0.6% | +35.3% | -35.9% | -18.0% |
| 10Y | +449.4% | +167.7% | +281.7% | +193.0% |
| All | +8,603.7% | +2,597.3% | +6,006.3% | +1,980.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling