+244.4%
MET vs WST
+321.8%
-77.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | -2.3% | -4.6% | +2.3% | -1.4% |
| 3M | +13.9% | +5.7% | +8.2% | +12.4% |
| 6M | +34.8% | +37.6% | -2.8% | +25.5% |
| YTD | +23.5% | +23.0% | +0.5% | +17.5% |
| 1Y | +23.4% | +33.8% | -10.4% | +14.8% |
| 3Y | +64.9% | -13.4% | +78.2% | +60.4% |
| 5Y | +82.0% | -27.0% | +109.0% | +82.8% |
| 10Y | +244.4% | +324.5% | -80.2% | +69.4% |
| All | +244.4% | +321.8% | -77.5% | +69.4% |
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