+242.5%
MET vs WAT
+166.5%
+76.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | -2.5% | -2.9% | +0.4% | -1.4% |
| 30D | 0.0% | -3.2% | +3.2% | +1.1% |
| 3M | +13.1% | +10.6% | +2.5% | +8.4% |
| 6M | +39.0% | +34.0% | +4.9% | +22.4% |
| YTD | +25.2% | +5.7% | +19.5% | +20.1% |
| 1Y | +25.6% | +37.1% | -11.4% | +7.8% |
| 3Y | +67.1% | +52.4% | +14.7% | +29.3% |
| 5Y | +85.1% | -4.4% | +89.5% | +74.3% |
| All | +242.5% | +166.5% | +76.0% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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