+1,209.8%
MET vs WWD
+12,215.0%
-11,005.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.1% |
| 7D | +1.2% | +1.3% | -0.1% | +0.5% |
| 30D | +1.4% | -7.2% | +8.6% | +4.7% |
| 3M | +17.7% | -3.8% | +21.5% | +18.2% |
| 6M | +35.0% | -9.9% | +44.9% | +38.5% |
| YTD | +26.3% | +14.8% | +11.5% | +14.3% |
| 1Y | +22.8% | +42.1% | -19.3% | -0.6% |
| 3Y | +65.9% | +170.8% | -104.9% | -4.8% |
| 5Y | +85.4% | +197.5% | -112.2% | -1.6% |
| 10Y | +253.7% | +477.8% | -224.1% | +30.0% |
| All | +1,209.8% | +12,215.0% | -11,005.2% | +76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling