+199.7%
MET vs WAT
+230.7%
-31.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | 0.0% | +0.7% | -0.7% | -0.2% |
| 30D | +3.4% | +9.0% | -5.6% | 0.0% |
| 3M | +7.0% | +13.5% | -6.5% | +1.7% |
| 6M | +34.6% | +35.3% | -0.7% | +18.9% |
| YTD | +34.0% | +24.0% | +10.0% | +20.8% |
| 1Y | +35.9% | +22.0% | +14.0% | +23.2% |
| 3Y | +85.5% | +84.0% | +1.5% | +33.1% |
| 5Y | +87.8% | +34.4% | +53.4% | +51.0% |
| 10Y | +199.7% | +231.4% | -31.7% | +55.2% |
| All | +199.7% | +230.7% | -31.0% | +55.2% |
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