+192.2%
MET vs WAT
+223.8%
-31.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.4% |
| 7D | +2.1% | +2.0% | +0.1% | +1.4% |
| 30D | +1.8% | +7.7% | -5.9% | -1.1% |
| 3M | +6.0% | +11.1% | -5.1% | +1.6% |
| 6M | +31.1% | +31.2% | -0.1% | +17.1% |
| YTD | +32.6% | +21.7% | +10.9% | +20.3% |
| 1Y | +30.5% | +19.3% | +11.1% | +19.2% |
| 3Y | +83.6% | +80.6% | +2.9% | +32.6% |
| 5Y | +84.2% | +29.5% | +54.7% | +50.6% |
| All | +192.2% | +223.8% | -31.6% | +51.6% |
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