+298.2%
WBD vs MET
+322.4%
-24.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.2% |
| 7D | -1.8% | +1.2% | -3.0% | -2.2% |
| 30D | +8.8% | +1.4% | +7.4% | +8.1% |
| 3M | +4.6% | +17.7% | -13.1% | -1.6% |
| 6M | +1.1% | +35.0% | -33.9% | -9.7% |
| YTD | -2.0% | +26.3% | -28.3% | -10.6% |
| 1Y | +140.0% | +22.8% | +117.2% | +121.1% |
| 3Y | +144.4% | +65.9% | +78.4% | +104.3% |
| 5Y | -0.2% | +85.4% | -85.6% | -19.1% |
| 10Y | +9.1% | +253.7% | -244.6% | -29.2% |
| All | +298.2% | +322.4% | -24.2% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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