+64.9%
MET vs WCC
+137.6%
-72.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.6% | -2.7% |
| 7D | +1.1% | +8.5% | -7.3% | -0.7% |
| 30D | -2.3% | -1.0% | -1.3% | -2.3% |
| 3M | +13.9% | +2.1% | +11.8% | +12.4% |
| 6M | +34.8% | +36.8% | -2.0% | +22.2% |
| YTD | +23.5% | +47.7% | -24.2% | +9.3% |
| 1Y | +23.4% | +66.5% | -43.1% | +5.2% |
| 3Y | +64.9% | +134.2% | -69.3% | +19.9% |
| All | +64.9% | +137.6% | -72.8% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 3y: compounded portfolio wealth divided by compounded WCC 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…
3y analysis · Full analysis span regression · 6 months rolling