+1,272.2%
MET vs WST
+9,460.0%
-8,187.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.3% | +0.1% | +2.2% |
| 7D | +1.3% | +1.3% | 0.0% | +0.8% |
| 30D | +4.0% | +12.9% | -8.9% | -0.8% |
| 3M | +4.6% | +16.7% | -12.1% | -1.6% |
| 6M | +32.8% | +26.8% | +6.0% | +20.2% |
| YTD | +32.3% | +50.5% | -18.2% | +10.6% |
| 1Y | +37.1% | +52.9% | -15.7% | +13.7% |
| 3Y | +86.8% | +23.9% | +62.9% | +48.8% |
| 5Y | +87.4% | +1.0% | +86.3% | +54.3% |
| 10Y | +209.9% | +451.4% | -241.5% | -5.9% |
| All | +1,272.2% | +9,460.0% | -8,187.8% | +34.3% |
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