+194.4%
MET vs WAT
+222.4%
-28.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +4.5% | +0.6% | +3.9% | +4.2% |
| 30D | +3.5% | +5.4% | -1.9% | +1.4% |
| 3M | +5.9% | +11.3% | -5.4% | +1.4% |
| 6M | +33.1% | +37.4% | -4.4% | +16.8% |
| YTD | +33.6% | +21.2% | +12.4% | +21.4% |
| 1Y | +32.7% | +21.3% | +11.3% | +20.4% |
| 3Y | +85.0% | +83.4% | +1.7% | +32.6% |
| 5Y | +85.6% | +29.0% | +56.6% | +52.0% |
| All | +194.4% | +222.4% | -28.0% | +53.0% |
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