+7,089.7%
WST vs MDY
+2,662.7%
+4,427.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | -3.1% | -1.5% | -1.7% | -2.3% |
| 3M | +7.2% | +0.8% | +6.4% | +6.6% |
| 6M | +36.8% | +7.4% | +29.4% | +30.9% |
| YTD | +23.8% | +15.2% | +8.7% | +13.7% |
| 1Y | +37.8% | +16.5% | +21.2% | +25.7% |
| 3Y | -15.9% | +46.8% | -62.7% | -34.0% |
| 5Y | -25.8% | +46.0% | -71.9% | -41.5% |
| 10Y | +319.6% | +172.1% | +147.5% | +121.6% |
| All | +7,089.7% | +2,662.7% | +4,427.0% | +1,594.9% |
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