+108.2%
WWD vs MSTZ
-99.2%
+207.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.2% | -10.2% | -1.7% |
| 7D | +0.8% | -25.4% | +26.2% | +0.1% |
| 30D | -6.4% | -60.9% | +54.4% | -8.6% |
| 3M | -5.6% | -54.2% | +48.6% | -6.4% |
| 6M | -9.1% | -65.0% | +55.9% | -9.9% |
| YTD | +12.5% | -76.5% | +89.0% | +11.8% |
| 1Y | +41.3% | -23.4% | +64.7% | +49.4% |
| All | +108.2% | -99.2% | +207.4% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 3y: compounded portfolio wealth divided by compounded MSTZ 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…
3y analysis · Full analysis span regression · 6 months rolling