+242.2%
MET vs WU
-19.6%
+261.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.0% |
| 7D | +1.2% | -0.8% | +2.0% | +1.7% |
| 30D | +1.4% | -1.1% | +2.5% | +1.9% |
| 3M | +17.7% | -3.9% | +21.5% | +16.8% |
| 6M | +35.0% | -20.7% | +55.7% | +50.1% |
| YTD | +26.3% | -18.4% | +44.6% | +37.1% |
| 1Y | +22.8% | -8.1% | +30.9% | +21.3% |
| 3Y | +65.9% | -24.2% | +90.1% | +77.4% |
| 5Y | +85.4% | -50.4% | +135.8% | +152.7% |
| 10Y | +253.7% | -40.0% | +293.7% | +305.4% |
| All | +242.2% | -19.6% | +261.8% | +174.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling