+1,181.4%
MET vs WSM
+4,668.6%
-3,487.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | +1.1% | +2.6% | -1.4% | +0.3% |
| 30D | -2.3% | -9.5% | +7.2% | +0.8% |
| 3M | +13.9% | +12.9% | +1.0% | +9.1% |
| 6M | +34.8% | +23.0% | +11.8% | +25.2% |
| YTD | +23.5% | +28.9% | -5.4% | +12.8% |
| 1Y | +23.4% | +13.7% | +9.7% | +16.8% |
| 3Y | +64.9% | +232.6% | -167.7% | +2.6% |
| 5Y | +82.0% | +185.9% | -103.8% | +12.0% |
| 10Y | +244.4% | +998.6% | -754.3% | +17.9% |
| All | +1,181.4% | +4,668.6% | -3,487.3% | +131.2% |
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