+1,289.4%
MET vs WAT
+957.5%
+331.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.1% |
| 3M | +7.0% | +13.5% | -6.5% | +1.8% |
| 6M | +34.6% | +35.3% | -0.7% | +19.4% |
| YTD | +34.0% | +24.0% | +10.0% | +21.0% |
| 1Y | +35.9% | +22.0% | +14.0% | +23.5% |
| 3Y | +85.5% | +84.0% | +1.5% | +38.4% |
| 5Y | +87.8% | +34.4% | +53.4% | +53.8% |
| 10Y | +199.7% | +231.4% | -31.7% | +70.8% |
| All | +1,289.4% | +957.5% | +331.9% | +430.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling