+1.5%
WST vs MNDY
-50.8%
+52.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.0% | -2.8% | +1.6% |
| 7D | +0.4% | -12.5% | +12.9% | +1.8% |
| 30D | -2.0% | -2.6% | +0.6% | -2.0% |
| 3M | +4.1% | +4.2% | -0.2% | +3.0% |
| 6M | +47.4% | +9.8% | +37.7% | +43.9% |
| YTD | +25.4% | -42.3% | +67.7% | +31.4% |
| 1Y | +35.3% | -54.5% | +89.8% | +45.1% |
| 3Y | -11.7% | -50.3% | +38.6% | -10.6% |
| 5Y | -24.0% | -77.1% | +53.1% | -25.8% |
| All | +1.5% | -50.8% | +52.3% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 10y: compounded portfolio wealth divided by compounded MNDY 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…
10y analysis · Full analysis span regression · 6 months rolling