+242.5%
MET vs WAB
+292.7%
-50.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -2.5% | -0.2% | -2.3% | -2.4% |
| 30D | 0.0% | -5.9% | +5.8% | +3.3% |
| 3M | +13.1% | +9.4% | +3.7% | +6.4% |
| 6M | +39.0% | +13.8% | +25.1% | +27.0% |
| YTD | +25.2% | +31.8% | -6.6% | +5.1% |
| 1Y | +25.6% | +48.5% | -22.9% | -1.8% |
| 3Y | +67.1% | +167.0% | -99.9% | -7.8% |
| 5Y | +85.1% | +222.3% | -137.2% | -9.8% |
| All | +242.5% | +292.7% | -50.2% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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