+78.9%
MET vs WST
-0.1%
+79.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.7% |
| 7D | -1.2% | -3.1% | +1.9% | -0.8% |
| 30D | +3.2% | +9.1% | -5.9% | +2.1% |
| 3M | -1.1% | +14.7% | -15.8% | -2.8% |
| 6M | +25.0% | +28.0% | -3.0% | +21.1% |
| YTD | +27.9% | +45.6% | -17.8% | +21.4% |
| 1Y | +32.9% | +45.7% | -12.8% | +26.1% |
| 3Y | +78.8% | +21.1% | +57.7% | +66.7% |
| All | +78.9% | -0.1% | +79.1% | +66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling