+3,477.9%
WST vs MKTX
+1,445.7%
+2,032.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | -4.6% | +1.0% | -5.6% | -4.8% |
| 3M | +5.7% | +41.3% | -35.6% | -3.3% |
| 6M | +37.6% | -11.3% | +48.9% | +39.5% |
| YTD | +23.0% | -8.6% | +31.6% | +23.8% |
| 1Y | +33.8% | -11.1% | +44.9% | +35.2% |
| 3Y | -13.4% | -24.5% | +11.1% | -11.3% |
| 5Y | -27.0% | -61.4% | +34.5% | -14.3% |
| 10Y | +324.5% | +6.8% | +317.7% | +288.8% |
| All | +3,477.9% | +1,445.7% | +2,032.3% | +1,529.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling