+541.9%
MET vs WTW
+1,094.8%
-553.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +2.5% |
| 7D | -0.8% | -7.1% | +6.4% | +3.9% |
| 30D | -1.4% | -8.5% | +7.2% | +4.1% |
| 3M | +12.5% | +20.6% | -8.0% | -0.8% |
| 6M | +37.1% | +7.2% | +29.9% | +28.6% |
| YTD | +23.8% | -3.9% | +27.6% | +23.0% |
| 1Y | +24.1% | -3.6% | +27.7% | +22.9% |
| 3Y | +65.2% | +60.7% | +4.5% | +15.0% |
| 5Y | +82.3% | +42.2% | +40.1% | +34.8% |
| 10Y | +241.6% | +195.5% | +46.1% | +51.7% |
| All | +541.9% | +1,094.8% | -553.0% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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