+1,209.8%
MET vs WST
+7,767.8%
-6,558.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | +1.2% | +0.7% | +0.4% | +0.9% |
| 30D | +1.4% | -3.1% | +4.6% | +2.6% |
| 3M | +17.7% | +7.2% | +10.5% | +14.0% |
| 6M | +35.0% | +36.8% | -1.8% | +17.7% |
| YTD | +26.3% | +23.8% | +2.4% | +14.0% |
| 1Y | +22.8% | +37.8% | -14.9% | +5.2% |
| 3Y | +65.9% | -15.9% | +81.8% | +55.5% |
| 5Y | +85.4% | -25.8% | +111.2% | +73.7% |
| 10Y | +253.7% | +319.6% | -65.9% | +20.4% |
| All | +1,209.8% | +7,767.8% | -6,558.0% | +38.5% |
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