+85.1%
MET vs WSM
+171.2%
-86.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.5% |
| 7D | -2.5% | +0.4% | -2.9% | -2.6% |
| 30D | 0.0% | -10.7% | +10.7% | +2.2% |
| 3M | +13.1% | +8.5% | +4.6% | +11.0% |
| 6M | +39.0% | +19.6% | +19.4% | +33.4% |
| YTD | +25.2% | +26.6% | -1.4% | +18.8% |
| 1Y | +25.6% | +12.0% | +13.7% | +21.8% |
| 3Y | +67.1% | +226.6% | -159.6% | +25.6% |
| 5Y | +85.1% | +174.1% | -89.0% | +37.6% |
| All | +85.1% | +171.2% | -86.1% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 5y: compounded portfolio wealth divided by compounded WSM 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…
5y analysis · Full analysis span regression · 6 months rolling