+243.8%
MET vs WCN
+235.9%
+7.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -0.5% | -3.1% | +2.6% | +1.3% |
| 30D | +0.5% | -3.4% | +3.9% | +2.4% |
| 3M | +11.6% | +3.0% | +8.6% | +9.3% |
| 6M | +40.8% | -3.8% | +44.5% | +42.4% |
| YTD | +25.7% | -8.3% | +34.0% | +30.2% |
| 1Y | +24.4% | -9.7% | +34.1% | +29.7% |
| 3Y | +67.5% | +17.2% | +50.3% | +45.1% |
| 5Y | +85.8% | +25.3% | +60.5% | +49.3% |
| All | +243.8% | +235.9% | +7.9% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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