+64.9%
MET vs WAB
+168.6%
-103.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.7% | -2.4% |
| 7D | +1.1% | +1.7% | -0.5% | +0.3% |
| 30D | -2.3% | -2.4% | +0.1% | -1.2% |
| 3M | +13.9% | +9.7% | +4.2% | +7.6% |
| 6M | +34.8% | +16.5% | +18.3% | +22.2% |
| YTD | +23.5% | +33.7% | -10.2% | +3.1% |
| 1Y | +23.4% | +49.7% | -26.3% | -3.8% |
| 3Y | +64.9% | +170.9% | -106.1% | -5.1% |
| All | +64.9% | +168.6% | -103.7% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling