+1,285.4%
MET vs WSM
+5,233.5%
-3,948.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.3% |
| 7D | +4.5% | 0.0% | +4.5% | +4.4% |
| 30D | +3.5% | +5.1% | -1.5% | +1.8% |
| 3M | +5.9% | +5.1% | +0.8% | +4.0% |
| 6M | +33.1% | +48.6% | -15.5% | +16.4% |
| YTD | +33.6% | +44.2% | -10.6% | +17.4% |
| 1Y | +32.7% | +38.1% | -5.4% | +18.1% |
| 3Y | +85.0% | +257.2% | -172.2% | +12.9% |
| 5Y | +85.6% | +165.1% | -79.5% | +17.6% |
| 10Y | +198.8% | +1,123.6% | -924.7% | -1.2% |
| All | +1,285.4% | +5,233.5% | -3,948.1% | +140.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling