+961.1%
MELI vs WST
+344.2%
+616.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.7% |
| 7D | -4.1% | +1.8% | -5.9% | -4.8% |
| 30D | +3.8% | -1.7% | +5.5% | +4.5% |
| 3M | +17.8% | +4.9% | +13.0% | +15.4% |
| 6M | +7.4% | +45.5% | -38.1% | -8.2% |
| YTD | -5.8% | +26.1% | -31.9% | -15.4% |
| 1Y | -18.9% | +31.7% | -50.5% | -29.1% |
| 3Y | +33.3% | -12.1% | +45.4% | +24.1% |
| 5Y | +2.7% | -23.6% | +26.3% | +1.9% |
| All | +961.1% | +344.2% | +616.9% | +317.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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