+87.7%
MET vs WWD
+188.4%
-100.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | +1.8% | +0.4% | +1.3% | +1.6% |
| 30D | +4.8% | -0.4% | +5.2% | +4.7% |
| 3M | +6.2% | -6.1% | +12.3% | +7.8% |
| 6M | +33.8% | -9.5% | +43.3% | +35.9% |
| YTD | +33.3% | +10.8% | +22.5% | +24.7% |
| 1Y | +36.3% | +23.5% | +12.8% | +22.0% |
| 3Y | +84.6% | +151.3% | -66.7% | +21.6% |
| 5Y | +87.7% | +187.8% | -100.2% | +14.7% |
| All | +87.7% | +188.4% | -100.7% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling