+1,285.4%
MET vs WAB
+5,887.6%
-4,602.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.2% |
| 7D | +4.5% | +5.1% | -0.6% | +1.9% |
| 30D | +3.5% | +4.0% | -0.5% | +1.3% |
| 3M | +5.9% | +0.1% | +5.8% | +5.5% |
| 6M | +33.1% | +12.8% | +20.3% | +23.6% |
| YTD | +33.6% | +40.1% | -6.5% | +10.7% |
| 1Y | +32.7% | +46.4% | -13.7% | +7.5% |
| 3Y | +85.0% | +167.4% | -82.3% | +9.6% |
| 5Y | +85.6% | +215.0% | -129.4% | -0.1% |
| 10Y | +198.8% | +269.2% | -70.3% | +39.1% |
| All | +1,285.4% | +5,887.6% | -4,602.1% | +170.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling