-24.0%
WST vs MKTX
-60.6%
+36.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +0.4% | -0.2% | +0.6% | +0.5% |
| 30D | -2.0% | +0.8% | -2.9% | -2.2% |
| 3M | +4.1% | +41.1% | -37.0% | -5.1% |
| 6M | +47.4% | -9.5% | +57.0% | +51.0% |
| YTD | +25.4% | -8.7% | +34.1% | +27.9% |
| 1Y | +35.3% | -10.0% | +45.3% | +38.3% |
| 3Y | -11.7% | -24.6% | +12.9% | -9.0% |
| 5Y | -24.0% | -60.3% | +36.3% | -5.7% |
| All | -24.0% | -60.6% | +36.5% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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