+8.2%
MELI vs WST
+24.3%
-16.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.0% |
| 7D | -1.2% | +4.2% | -5.4% | -1.5% |
| 30D | -18.9% | +11.2% | -30.1% | -19.4% |
| 3M | -18.4% | +20.4% | -38.8% | -19.4% |
| 6M | -4.5% | +37.9% | -42.4% | -6.4% |
| YTD | -26.0% | +51.8% | -77.7% | -27.9% |
| 1Y | -26.6% | +56.6% | -83.2% | -28.6% |
| 3Y | +8.2% | +24.2% | -16.0% | -2.1% |
| All | +8.2% | +24.3% | -16.1% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling