+1,226.3%
MET vs WST
+9,152.7%
-7,926.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -2.2% |
| 7D | -1.2% | -3.1% | +1.9% | 0.0% |
| 30D | +3.2% | +9.1% | -5.9% | -0.3% |
| 3M | -1.1% | +14.7% | -15.8% | -6.4% |
| 6M | +25.0% | +28.0% | -3.0% | +12.7% |
| YTD | +27.9% | +45.6% | -17.8% | +8.2% |
| 1Y | +32.9% | +45.7% | -12.8% | +12.2% |
| 3Y | +78.8% | +21.1% | +57.7% | +43.4% |
| 5Y | +79.6% | +0.3% | +79.2% | +47.7% |
| 10Y | +228.1% | +449.0% | -220.9% | -0.7% |
| All | +1,226.3% | +9,152.7% | -7,926.4% | +31.5% |
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