+66.8%
MET vs WU
-29.2%
+96.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.3% |
| 7D | -2.5% | -5.0% | +2.5% | -1.4% |
| 30D | 0.0% | -2.3% | +2.2% | +0.4% |
| 3M | +13.1% | -3.2% | +16.3% | +12.8% |
| 6M | +39.0% | -25.0% | +64.0% | +47.9% |
| YTD | +25.2% | -21.7% | +46.9% | +31.3% |
| 1Y | +25.6% | -9.0% | +34.6% | +25.2% |
| All | +66.8% | -29.2% | +96.0% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 3y: compounded portfolio wealth divided by compounded WU 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…
3y analysis · Full analysis span regression · 6 months rolling