+107.2%
WWD vs MSTZ
-99.2%
+206.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -5.9% | -0.3% |
| 7D | +0.6% | -23.6% | +24.2% | +0.1% |
| 30D | -5.1% | -60.7% | +55.6% | -7.3% |
| 3M | -11.2% | -58.3% | +47.0% | -12.4% |
| 6M | -12.0% | -60.0% | +48.0% | -12.4% |
| YTD | +12.0% | -75.2% | +87.2% | +11.5% |
| 1Y | +42.8% | -19.9% | +62.7% | +51.1% |
| All | +107.2% | -99.2% | +206.4% | +94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling