+192.2%
MET vs WWD
+442.7%
-250.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -0.1% |
| 7D | +2.1% | +8.2% | -6.0% | -1.6% |
| 30D | +1.8% | -0.2% | +2.0% | +1.4% |
| 3M | +6.0% | -8.4% | +14.4% | +9.6% |
| 6M | +31.1% | -9.5% | +40.6% | +34.2% |
| YTD | +32.6% | +10.1% | +22.5% | +20.6% |
| 1Y | +30.5% | +21.6% | +8.9% | +11.9% |
| 3Y | +83.6% | +149.6% | -66.0% | +2.8% |
| 5Y | +84.2% | +191.3% | -107.1% | -9.0% |
| All | +192.2% | +442.7% | -250.5% | +3.3% |
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