+5,300.7%
MELI vs WST
+2,381.1%
+2,919.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.4% |
| 7D | -1.2% | +4.2% | -5.4% | -3.4% |
| 30D | -18.9% | +11.2% | -30.1% | -23.4% |
| 3M | -18.4% | +20.4% | -38.8% | -26.3% |
| 6M | -4.5% | +37.9% | -42.4% | -20.3% |
| YTD | -26.0% | +51.8% | -77.7% | -42.7% |
| 1Y | -26.6% | +56.6% | -83.2% | -44.3% |
| 3Y | +8.2% | +24.2% | -16.0% | -24.3% |
| 5Y | -6.6% | +0.7% | -7.3% | -25.4% |
| 10Y | +859.5% | +456.3% | +403.2% | +93.7% |
| All | +5,300.7% | +2,381.1% | +2,919.6% | +191.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling