+82.3%
MET vs WAB
+224.0%
-141.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.9% |
| 7D | -0.8% | +0.2% | -1.0% | -0.9% |
| 30D | -1.4% | -4.6% | +3.2% | +1.0% |
| 3M | +12.5% | +5.6% | +6.9% | +8.1% |
| 6M | +37.1% | +13.8% | +23.3% | +25.3% |
| YTD | +23.8% | +31.9% | -8.1% | +3.6% |
| 1Y | +24.1% | +48.3% | -24.1% | -3.3% |
| 3Y | +65.2% | +167.1% | -101.9% | -9.9% |
| 5Y | +82.3% | +222.9% | -140.6% | -13.9% |
| All | +82.3% | +224.0% | -141.7% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling