+242.5%
MET vs WWD
+490.2%
-247.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.8% |
| 7D | -2.5% | -2.9% | +0.4% | -1.1% |
| 30D | 0.0% | -6.6% | +6.6% | +3.1% |
| 3M | +13.1% | -9.3% | +22.4% | +16.8% |
| 6M | +39.0% | -13.6% | +52.6% | +45.5% |
| YTD | +25.2% | +10.4% | +14.8% | +14.5% |
| 1Y | +25.6% | +39.9% | -14.2% | +0.4% |
| 3Y | +67.1% | +165.0% | -98.0% | -9.1% |
| 5Y | +85.1% | +183.8% | -98.7% | -6.8% |
| All | +242.5% | +490.2% | -247.7% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling