+198.0%
MET vs WST
+446.4%
-248.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +1.8% | +1.4% | +0.4% | +1.5% |
| 30D | +4.8% | +12.7% | -7.9% | +2.3% |
| 3M | +6.2% | +17.2% | -11.0% | +2.8% |
| 6M | +33.8% | +26.7% | +7.1% | +27.2% |
| YTD | +33.3% | +50.3% | -17.0% | +21.7% |
| 1Y | +36.3% | +50.2% | -13.9% | +24.4% |
| 3Y | +84.6% | +21.7% | +62.9% | +65.9% |
| 5Y | +87.7% | +2.0% | +85.6% | +73.1% |
| 10Y | +198.0% | +451.1% | -253.1% | +41.1% |
| All | +198.0% | +446.4% | -248.4% | +41.1% |
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 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